I have only seen some ex-rangers do it. Kovalev when he was with the Pens. Nedved when he was with some other team, forget which stop for him now. Just hang where the TV crew trucks park the huge garage is where the visiting bus pull in and out.
The Flyers usually take Amtrak, so they can be found in Penn Station after the game, same for the Caps (usually) and sometimes the Bruins. Other teams will do the same if they were in Philly, Boston, or Washington their last game.
Otherwise, you need to hang out by the tv trucks like someone said, but the teams usually have a bus that pulls in under the arena and you can't get to the players.
Chances are they will be boarding a bus under the arena, where you won't be able to get near them. Doesn't hurt to try, but I wouldn't count on it. The Rangers usually always sign as they enter and leave the arena. I know the door where they enter and leave, but off the top of my head not sure which street it is on.
I do think it is easier to get opposing players BEFORE the game, as they are more likely to stroll in on their own from the hotel. I used to know which hotel most of the opposing teams stayed, but I forgot.