NHL games are better, but I find in the NHL we have a hard time finding interesting storylines in the Finals in recent years.
It's because outside of goalies (who go hot/cold and frankly we don't have a good way to evaluate them yet), one player doesn't have the same consistent impact as in other sports.
NHL - Pittsburgh has proven they can win cups without Letang, and win a lot of games w/o Crosby. The majority of the game, Crosby is not on the ice. He only touches the puck for a couple minutes every game.
NBA - Cleveland can't win without LeBron. He touches the ball almost every possession.
NFL - New England can't win without Brady. He touches the ball every possession.
etc.