For me there is basically three types of places where I check stats on players: boxscores, player profiles, and the sortable player lists.
In all three categories I like NHL.com more than ESPN or Yahoo. The only thing I like in ESPN over NHL.com is what Pengwin pointed out about jumping between one player to another, but even that isn't really a big deal for me. NHL.com just provides a lot more than any of the other two. I love the official game reports and as well as the ability to watch video of the goals from the boxscores.