Lemieux #3 is easily my favorite by a long margin. That hockey IQ... wow. Even more impressive is who he pulled it off against.
Lemieux's goal off the faceoff was a good one too.
http://www.youtube.com/watch?v=eGkuDR3VymE
Ovechkin's #1 is up there for me as well.
EDIT: Can't seem to properly embed youtube vid for whatever weird reason. Just shows a big blank.