The sport of hockey is very intense in nature and requires one to have a good cardiovascular system as well as good strength and power in the lower body.
In order to get your cardiovascular system in shape for hockey your best bet is to start by building a base. To do this perform endurance sessions of running or skating where you go at a moderate pace for 30 to 45 minutes, 3-4 times a week.
After about a month of this type of training you should then move on to doing sprint intervals as this is more the type of activity you will doing while actually playing hockey. In the sport you will be going 'all out' for a short period during your shift and then resting, just as you do when you are doing sprint intervals.
Perform these types of workouts 2-3 times a week (note that you are no longer performing 3-4 longer sessions of moderate paced cardio so as to not overtrain).
To develop your strength and power base, focus on weight lifting activities that target your quads and hamstrings. This would include squats, lunges, deadlifts, leg press and hamstring curls. When doing them, focus on using as heavy of a weight as you can and aiming to complete 1-6 reps. This is the best protocol for building power and strength. Furthermore, try and be explosive on the concentric portion (when the muscle is contracting - the first phase) and slower during the eccentric portion (when you are returning to the starting position).
Remember to follow up this type of training with a good stretching session as well so you do not become extremely sore.
As long as you start your pre-season training a month or so before you actually start playing you can guarantee that you will have the best season yet.