I've shot thousands of pictures at hockey games. Before from close stands, above the glass, but this year I've shot along the boards with my new K-30 and my Tamrom 28-72 f2.8. Settings will depend a lot on the rink.
I work mainly in one rink that has somewhat crappy lights. game looks fine, and it doesn't look "dark" but the few times I've been to other rinks I've been able to increase my shutter speed significantly because they have much brighter overhead lights.
Set your white balance first.
You've basically got a couple ways you can do this. You can get yourself a huge lens and stand at one end and shoot down the rink, maybe keep a second body with a short lens for plays at your end.
You can stand in the middle with a mid-range zoom and get both ends (if you could get the space between the benches for example)
Or, you could do like I do and float a little. I tend to shoot from the side board rather than on the end. Gives me a decent goalie perspective and good neutral zone and high slot pictures. On icings and powerplays that are likely to carry on, I'll move down to those ends. I find the 28-72 to be a decent lens for hockey as it lets me zoom out enough if they come in against the boards and at the high end it gives me a decent amount of detail on the other side of the ice. If I had an 18-135 (or around that range) that was fast, I'd probably take that though.
I generally shoot at ISO 800, and sometimes vary between F2.8 and F4.0 depending on how I feel that day. Shutter speed depends on the rink. In my usual rink I can run that about 1/350, but in other rinks I can get it up to 1/750 or I can drop down to ISO 400.
practice panning a lot. Hockey, like any other high speed sport, is a lot about luck. Set your camera on high speed drive mode when they go for a shot, or crash the net, just keep firing.
These are public galleries/photos, i use facebook as I'm hooked up with a lot of the players from the Asia League sharing photos with them.
https://www.facebook.com/photo.php?fbid=10151325622513292&set=a.101512408358...7200.513018291 https://www.facebook.com/photo.php?fbid=10151325644518292&set=a.101512408358...7200.513018291 https://www.facebook.com/photo.php?fbid=10151351432618292&set=a.101512408358...7200.513018291 https://www.facebook.com/photo.php?fbid=10151352426463292&set=a.101512408358...7200.513018291 https://www.facebook.com/photo.php?fbid=10151352443543292&set=a.101512408358...7200.513018291
I don't get every single shot with my style, but I feel that I get slightly different shots from others. There is a pro guy there, canon, 2 expensive bodies, big glass, even mounts a camera at one end with a pocket wizard on it, and points it at the opposing goal (from behind) , but He just stands in one corner with his giant glass and shoots down one line. Some of his photos turn out well, but they're all basically of the same thing. Guys skating down the ice at him. and shots from behind the goalie or through the traffic at the net.
Some of his shots of players fighting down the ice with the puck are okay, but he doesn't really get much in the way of net crashes and stuff like that because of his angles. He occasionally moves up into the stands to shoot with the long glass.