I'm not sure why I'm responding to Volourn, since he's always right and I am always wrong, but this site does a cool job of showing the graphical differences.
http://www.brent-thomas.com/other/hockey/hockey.html
NHL96 (look at 1995 on the site) was the first major leap in terms of graphics, and the consoles just couldn't compete. I don't have any official stance on this, I never said I think it's good to shaft the consoles. It's just the way it was. Only the PC had the power to pull off the best hockey games, and for awhile, hockey games were even winning awards from CGW for best sports game.
It wasn't just graphics either, the PC version clearly benefitted from and independant development cycle. The interface was made for the PC only. Currently, the NHL series is simply ported over from the console version. I would love to see these games developed separately. As it stands, the console is the primary focus.