This is the best of what I know about getting autographs. Hockey players are the best in the world in terms of signing, and a little insight and common sense will go a long way in building your collection. With most of the new arenas being built with underground parking, it is getting harder and harder to get autographs at the arena before games. Unless the team practices at another site where you can get them, the hotel is sometimes the only alternative.
Players are humans, too.
They don't want to be signing autographs during all hours of the day. Give them some distance and be happy with 1 or 2 autographs - hounding the same players over and over during the same visit can get on their nerves quickly. Getting them before a morning skate is best. While some players will sign in the hotel, security is quick to boot out autograph seekers from the hotel. This is one place where I give players space, and wait until they go outside for cabs or the bus.