HD is especially great for hockey. Hockey was always a great sport to see live, but just wasn't made for regular TV. But HD really gives you much more of that live experience.
You can follow the puck without straining your eyes. The 16X9 aspect ratio allows you to see what's going on away from the puck. If you have surround sound, you can really hear and feel the crashes into the boards, the sticks hitting the puck, and the skates on the ice. It really gives you more of a perspective of the speed of the game; something that SD TV really doesn't do.
I haven't followed hockey very closely for many years; but now I do find myself watching more of it in HD simply because it looks and sounds so good.