Among current players, Ovechkin.
Although culturally (in my generation and the one before it) we were always taught to distrust, belittle and dislike the Russians, his story, talent, perseverance and personality all transcend politics and preconceptions. The fact that he overcame the tragic death of his brother, and from such poor beginnings, and made his way over here to be the best goal scorer of his time . . . it's really an incredible and inspirational story, much underplayed, IMHO.
Former players: Gretzky
I especially loved re-reading his autobiographies with my 7 year old hockey-mad son . . . really poignant and incredible stories, and honestly just a fascinating guy, and with a just as fascinating and impressive hockey dad (Walter Gretzky).