From a Pens fan...
Since I am also a hockey fan but terribly devoted to my Pittsburgh Penguins, my suggestions are biased:
Ruutu
Malkin
Sid
Mario
Loney
Ulf
Murphy
Mullen
Lang
and Stanley of course (for the Cup!)
In all seriousness, good luck with the naming. and as a sidenote, these are all names DH has suggested for our next furbaby or real baby.