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There are many different ways to build your fantasy hockey lineups and I will discuss a few strategies I use when building a lineup.
Two Team Stack
This is a popular one among the big ballers who make 20+ lineups every day. They generally will make multiple teams stacking two teams top lines and usually have at least one lineup with every single top line playing on the day. It is a boom or bust strategy as if one of the teams stacked is shutout you are most likely not going to cash. However if both top lines go off for big games you have a good chance at a high finish in a big GPP. I put an example of the two team stack below. As you can see I left the D and G spots empty as you need skaters from at least three different teams so generally you just fill in the rest with whoever else you can afford. When I do two team stacks I usually will select a goalie from one of the two teams I stack as it just makes sense to do as you are investing heavily in two teams so if all goes well that team will win the game.
If you're not a big baller and have a limited bankroll this is the lineup building approach I would recommend. It requires picking players of value and trying not to overanalyze match-ups too much. I do my best to find value regardless of team and matchup and try not to discriminate against any team or player. What I do here is look for guys who are cheaper than they should be and try to pick all heavy shooters. This way if they don't get any points they should still contribute due to a high number of shots on goal. I usually have a nice mix of superstars and undervalued guys. This method has been the most successful for me in GPP's surprisingly as I often end up with a lot of low owned guys and if they go off I usually cash in both double-ups and tourneys. I tend to try and cheap out on goalies and D if possible so I can include a lot of studs in my lineup.
Three Team Stack
This is a bit less risky of a strategy than the two team stack as you select two top line players off of three different teams. If one team gets shutout you still have a chance at cashing if your other two combos have good games. This strategy is more recommended in double-ups than the two team stack but requires more luck to cash big in GPP's than the two teamer. Again like in the two team stack you will see I left the D and G spots open as you will generally use your remaining salary to fill in the rest of the team with whoever you can afford.