I always seem to feel better on the ice after squats. Legs feel more lose and my stride seems stronger and faster. I squat tuesdays and skate for the first time wednesday and then I might squat again Friday and then I'll skate either saturday or sunday again.
Squats will definitely help you in the long run for hockey. I just stated seriously doing them now that Im a gym member and I've already seen improvements in skating. But if you had to pick between the two, hockey is the obvious choice.