It's easy to get more attached if you have a junior or college team in your town and follow them. I saw Matt Duchene play 10+ times live before he made it too the show so it's cool to follow him. It's exciting to follow guys who played for your team too. We've had Wayne Gretzky, Ron Francis, Adam Foote (longtime Avs player), Joe Thornton, etc. but it's also cool to follow guys like Matt Murray and his unlikely journey to the Stanley cup.
That's just a small city of 80,000 and I left out at least 4 hall of famers. You can imagine the list of players that some of the larger cities in Canada can boast.
I do agree though that hockey is usually boring on television. I'll take live hockey any day.