Haven't seen a post about this, so I figured I'd start one. I write about the NHL and these sites are very valuable resources for me and they are for fans as well. Feel free to add to this list
Cap Friendly (http://www.capfriendly.com)
Can't say enough excellent things about Cap Friendly. Has updated cap situations and salary situations for every team. Lots of tools to compare players, contracts, and look at free agents. Even has a really fun "Armchair GM" tool that lets you create a roster.
Natural Stat Trick (http://www.naturalstattrick.com)
Great site for analytics. Easy to use interface. Love their line tool, where you can see how specific combinations have done on the ice, even against specific teams and players.
Evolving Hockey (http://www.evolving-hockey.com)
Advanced analytics (wins above replacement, goals above replacement, RAPM, advanced goalie stats, etc). Most of their stuff requires a Patreon subscription, but it's worth it. Run by two twins who I've met in person and they're great people. The Patreon subscription is worth it just for what they do with goalie stats.
Elite Prospects (http://www.eliteprospects.com)
Go to site for prospect stuff. Also has a useful feature that lets you see staff profiles.
Those are off the top of my head. There are more and I'll update this list as I think of them.
Pro Hockey Rumors (prohockeyrumors.com)
Not as good as MLB Trade rumors, but this has daily updates. Really useful for rumors and rumblings because it's easy to miss out on some of them.
31 Thoughts (Sportsnet)
Probably the best regular NHL column on the internet. Done by Elliotte Friedman. Also has a podcast, which is basically his column with some added discussions and content. There's no specific link to the column, just google "31 Thoughts". Updated about every week or so. Usually every other week during the offseason.
Black Girl Hockey Club (https://blackgirlhockeyclub.org)
Has nothing to do with stats, but they're doing important work. As much as I love hockey, it has undeniable roots in racism and discrimination. BGHC is putting a lot of effort to pull out those roots.
Hockey Viz (https://hockeyviz.com)
Even if you don't like hockey, this site is worth checking out because it might inspire you in other areas. It's run by Micah (IneffectiveMath on Twitter, who is also worth a follow). Best known for charts, graphs, and data visualization. Micah dabbles in other sports from time to time. His patreon can be found here and it's worth subscribing if you like hockey analytics: https://www.patreon.com/hockeyviz