NHL 06 was nice. Not as good as 04, but given that the NHL changed so much, 06 did a great job with all that. I remember NHL even used video game footage to explain to people some of the changes.
Not sure what my fave is of all the ones I've played in the 10s. They all felt like copies of each other. Biasedly I'd say maybe NHL 15/Legacy simply because of that roster editor that someone made for PCs.