The NHL and MLB do something that I often wish other leagues would look into. They both sell practice jerseys for all of their teams. Practice jerseys are often a bit more subtle than the regular jerseys of many squads. If you don't mind the colors of your teams' primary jersey, then don't bother getting a practice jersey.
If your squad happens to rock some atrocious color scheme, San Jose Sharks and Minnesota Wild - I'm looking at you, then the practice jerseys offer a nice alternative to looking like a Disney cartoon threw up on you at the game.
Quick Tip: Once again, hockey arenas tend to run on the cool side - newer arenas have ice that is actually cooled from the bottom, but it pays to wear a gray hoodie underneath the jersey. It makes the jersey look less baggy and keeps you warmer and more comfortable. You can also get away with leaving your coat in the car on your walk to the arena.