Personally, I like to use a trip like this to do some sightseeing around the area while I'm there, so I'd probably reduce the trip to only two games and pick the two that are relatively close to each other (assuming you've never been to any of these cities before).
Each one of those three-game trips has one long travel day in it -- Boston-Philly (5 hour drive or train); Toronto-Montreal (5 hour drive or train); and NY-Pittsburgh (6 hour drive or 8 hour bus ride). Or, you have the option of a 1-1.5 hour flight between those cities, but when you consider travel and security times at the airport, even those aren't saving a lot of time.
The weather in late-January/early-February can be a bit of crapshoot too, so it's risky to plan for a 5 hour drive from Toronto to Montreal and have it turn into an 8 hour drive or longer if the weather is crappy. With those games being back-to-back, there's no room for error if the weather sucks either.
If you've never been to NYC, it's definitely worth the trip. Both MSG and Prudential Center are very nice arenas. If I were you, I'd do the Devils and Rangers, then stick around New York for a few more days and forget about going to Pittsburgh on this trip.
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