In these days, following the league is much easier than when I was covering the ECHL about 7 years ago when not everything was on the Interweb. Read every game story, every day (although not all markets staff every game, you can usually get one gamer for most games). Then, use that stuff when you talk with the coach and players. Ask them about a big brawl, a suspension, a controversy. When they haven't heard, you give them the scoop as you've read it and you look like you know what you're doing.
Also, see if the league's beat writers have an e-mail list and join. Good to trade notes on, ask about a traded-for player and generally network for more info.
Use the broadcasters, who double as media relations guys. They watch their teams every game, ride the buses with them and talk with each other all the time. They're usually great sources of information, although realize that they're club employees and they're not normally going to give you accurate injury information on things like game-time decisions.
And, as mentioned above, hockeydb.com is your bestest friend.