We had a few where I grew up: St. Albert, AB.
Messier was the big one when I was young. He was "around town" and before the show he played on our local AJHL team and his Dad was really involved in minor hockey. He was known, but even when winning the cups was still around town. He brought the cup into the Bruin Inn and would show up at parties and BBQ. One of my friends has a baby picture where sh'es in the cup at a BBQ with Mess.
My friends older brother had a $5 bill signed by Mess that we jacked and spent on candy. His brother made him go ring the doorbell on Brunswick Crescent to ask him to sing another!
I would like to think he always called St. Albert home and people are pretty respectful in St. Albert/Edmonton with the hockey players...
Later on was Iginla closer to my age. Many people followed him in the Juniors when he got drafted, then the trade to CGY, and when he played his first 2 games in the playoffs getting 2 points. I would say yeah some people actually supported him and CGY more. Especially 2004 where he also came off an important role in the 2002 Olympics. Almost no one who knows this guy would ever speak 1 bad word. He is honestly pure class. He used to show up at the Rainmaker Rodeo (as the Flames missed a lot of playoffs), or be seen around... he had a Porsche for a while.
I think it depends on the player: Sakic, Iginla, Messier types are pure class and loved.
Jerks like Trevor Kidd, Stoll, or maybe Pronger... not so much.