NHL 95 on pc was and is maybe still the game I've played the most. I still have the cd and have planned on playing it on a DOS emulator. The poke check is legendary! Plus the sounds at the time were awesome if you happened to own a sound blaster.
The next truly great game was NHL 2000, that was a great leap from 98-99. It's still one of my favourite games. In fact, I tried to install it today but the game wouldn't run on my XP

NHL 2002 was a lot of fun. It was arcadeish but fun, although I've preferred some of the more realistic ones.
NHL 2004... another good one. I've actually have a dynasty running right now, what sucks is that you can't change the difficulty during the season so now I'm 22-0.
NHL 07 on xbox is a good game also. I like the right analog stick for passing.
NHL 08 for ps3 and 360 is one of the best sports games ever. The deke/shoot stick is the best ever, I could play the shootout for hours. The only real nitcpick is that the goalies are the stupidest I've ever seen in a game. The offensive part of this game is the most fun the series has ever seen.
What's your favourite game? I'd had to go with either 95 or 2000 for nostalgic value. While 08 is good in it's modern day technology it lacks the pure simplicity of the earlier games. I remember the older games being something you could pick up with a friend who has never played them.