I don't know if it's still the case, but I once happened to be staying at the Fairmont in San Jose and discovered that the NY Rangers were staying there to play the sharks. Unfortunately, I didn't get to meet any members of the team (only one of the athletic trainers), but the clerk at the front desk confirmed that many other teams do stay there when playing the sharks, including the Red Wings who had been there the week before.
Teams visiting the Isles at the coliseum would stay at the LI Marriott - right across the street. However, I suspect that teams from the west coast that visit for the week (i.e. the LA Kings come in to play the Devils, Rangers and Isles in the same week) are more likely to stay at the same hotel in NYC for the week and not move.