I started playing Fantasy Baseball in 1993 and I don't think Rickey Henderson was a top pick at that time. He was on the downhill side of his career. Like someone said above, his 100+ SB years were in the early 80s(1982: 130 SB, but batted a paltry .267!) I think Rotisserie was in its infancy then.
I remember Ken Griffey, Jr. was the top pick in the early 90s, Bagwell, Bonds(of course), Frank Thomas and Pitchers, Maddux, Clemens, David Cone, etc.
Back before the internet, there was (and I think there still is) a company called Stats, Inc. that compiled all the stats (of course). Then you hired a company that did the stats for your league. They would get them from Stats, Inc and compile them for your League and they would send you a weekly report. You did your transactions weekly. The Commissioner would take all the transactions for the week and CALL them into the stat service. I used to pour over the sports section every morning and read box scores. I used to bartend with some of the guys in my League and right after last call we turned on Sports Center to catch all the scores and such. Those were the days.