I always shoot sports in manual mode, lens wide open, shutter speed 1/800 minimum and preferably 1/1,000, ISO set to auto. For hockey, you will want to set metering to partial metering mode so that the background illumination from the ice doesn't cause underexposure of the athletes. Shoot in RAW so that you have good control over exposure correction in post.
If you need to do some group shots, then you will probably have to narrow the aperture (higher f value) to increase depth of field but you may need to drop shutter speed for these shots to avoid pushing ISO too high because of the reduced aperture/reduced light reaching the sensor so depending upon arena lighting these may have to be primarily non-action shots.
A shot that takes a little skill to master but can produce nice images in hockey is the panning shot where you shoot with a reduced shutter speed and pan the camera so that the player is in sharp focus but even the immediate background is blurred. It takes some practice but a hint to get you started is to set to single point focus and choose a point on the uniform as your focus point because this gives you a good reference to sync your camera motion exactly to the player motion. Set camera to burst mode, begin panning and once you are visually locked on and in sync, take a burst and a few of them should come out nicely. This works well when a player is breaking away and heading rapidly down the rink. With this technique, you can produce athlete images that pop from the background even when you don't have a wide aperture lens to produce good background blur with a nice Bokeh. Attached photo was shot with an EF 400 f2.8 lens wide open and it is great at making a player pop from the background but with a narrower maximum aperture lens that doesn't provide such a shallow depth of field, you can get the same sort of image with a moving player using shutter speed and motion to blur the undesired elements.
Rodger
