Have a momentum scale in the game. Teams who have the momentum, give them player and goalie advantage for the time being, it only makes it more realistic.
Player domination gauge - players who get hot in a game, have 2 or 3 strong shifts and start to dominate a game - make them stronger and more powerful. Meaning, their skills will be increased for the time being.
Big hits should be more interactive, zoom in, show the big hits up close (like on tv), and even replays after that whistle.
Goals should have replays right after from multiple views - like on tv.
Goalies losing their sticks. This happens often, so why not in the game.
Customizeable goalie equipment.
Penalties for hitting after the whistle. Never understood why they never had this. Have random scrums after the whistle where players have the opportunity to fight or throw a punch but will be penalized for doing so.
Crowds have to be much more interactive and graphically enchanced - like real people. Meaning they wont all look the same! I need fans to go crazy when the home team scores. The celebration of the fans in these games is nowhere near the intense level of celebration at a real NHL game. I hear wimpy little cheers when the home team scores in these games. I would also like the crowd to get louder when there is intense action in the game such as breakaways, 2 on 1's, powerplays, last 2 minutes of a 2-1 game or even tied. Pounding on the glass, throwing stuff on the ice when their home team is getting killed. What about stuff on the jumbo tron during intermissions? PLay clips from real NHL hockey! Seriously, send the EA sound crew to a NHL hockey game and take notes of the loudness of fans and how they react to situations.
Have teams intro songs, get rid of the EA junk and play real life stuff. Not enough in between whistles music.
Make the playoffs something to remember. I dont play 82 game for nothing

). If a team is on the verge of elimination, make that team play better and desperate, hitting more, playing more to their style.
Have different ice conditions for every arena, and have it change as the seasons go on. Playing in EDM should be alot easier than in spring in Dallas.
If possible beable to save goals that you like and maybe at the end of the season beable to hightlight some of those memories and watch them in a short movie goals,hits,fights,saves that you saved.
DO STUFF AFTER THE WHISTLE - It's been mentioned but I'll say it again: You should be able to do stuff after the whistle such as slashing, high sticking, punching, etc. and suffer the consequences for that. This could also have effects on team morale, etc.
Superstar mode like in madden
A crowd that watches the puck, not a crowd that stares straight ahead.