canada is tough because it's such a big country that produces so many hockey players, and because NHL success (often with these players playing in the united states) is usually favoured over international play.
but i do often think about the individual provinces and who their biggest heroes are. with quebec, you have obvious names-- richard, beliveau, lafleur, roy-- because historically the greatest french canadian players have played for the habs.
out west, where i'm from, it's a little trickier. when pat quinn became GM of the canucks, he made a point to bring home BC guys like ronning, the courtnalls, and ryan walter. non-BC but western canadian guys like smyl and linden are also beloved and thought of as local sons in BC.
this is maybe vancouver-centric of me but i always got the sense that sakic was the most beloved BC player in BC, partly because he played so much of his career in the same division as vancouver, and partly because there haven't been a lot of superstars from the lower mainland (kariya is one, but i never heard too much about him growing up). the first NHL game i ever went to, in the old pacific coliseum, canucks vs. nords, sakic scored the winner in overtime. as fans filed out, i remember a lot of people weren't all that upset, and talking about how great burnaby joe was. this would change ten years later when sakic regularly tortured us during the canucks-avs rivalry, but you would always still hear people say, "if anyone was going to beat us, i'm glad it was sakic." 2002 helps sakic's case too of course.
but then someone in kamloops might say recchi or niedermayer, and there are a lot of neely supporters too.