The best stats I have seen :
1) games played - gives us a straight up fundamental look at how much the guy played on the team and his durability over his career
2) goals , assists point . The goal of the game is to score goals. How much does the guy contribute?
3) TOI . This stat tell us how much the coaching staff values the player and what role they play on the team. We can see year by year how much his game as improved or devolved due to injury or whatnot by his TOI
These stats tell us 90% of what we need to know about any given player. But they are not the final word. This is the foundation. We need to fill in the details.
4) Penalty minutes. We can then tell what kind of temperament a player has while on the ice. Is the guy a fighter? Agitator? If not, why the lazy penalties? Do the PIM serve a purpose or are they destructive by putting his team shorthanded.
5) Plus minus. - this stat is misleading but can be useful if its put into context of where the player plays. If he plays on the first line, being a minus is generally regarded as not working hard enough in his own zone. Floating. Being a minus on the second line often means you are not doing your job Being a minus on the third line is often acceptable as the checking line. Being a plus as a hard match checking line carries prestige.
Generally speaking, the plus minus is often a team stat. Teams that win have most of their players as a plus .
6) Shooting percentage. This stat is too misleading for my taste. Alex Ovechkin has a shooting percentage of about 13% but that does not include the 400 shots he takes that go wide. If you take the total attempts at the net , then it drops down to 4% .
Shooting percentage is far more accurate for guys who should rarely shoot at all, thus you can see how accurate their shot is.
Anyways. These are the stats that are useful to me, but do not include goaltender stats.
For me the best stat for a goalie is save percentage but even that gets skewed by teams boxing opponents out and thus the goalie gets a ton of shots from the side or far away to pad his totals.