This topic has come up a couple of times, and I know everyone has their own taste for how they observe and enjoy the game.
But as you'll occasionally see me refer/link to stats that don't appear in the NHL boxscore -- and more often than not they'll be from Behind the Net -- here is a bit about some of them.
I'd never pretend that numbers define this chaotic game, but they can help us understand it better. And they certainly provide some context on a season or a player, particularly after the fact. It's hard enough to watch one player for a whole game, much less 19 guys -- usually 5 of them simultaneously -- over 82 games. So I like to use these rate stats to question my own observational biases.
If you ever have questions about these, the above links are good resources to peruse. But also don't hesitate to say "more of this, please" or "less of that, please" or log any questions. ... Though my answer will usually be something akin to "The world is a confusing and chaotic place."