While it's a symbolic gesture at best, figure out who the larger corporate sponsors of the NHL are i.e. official airline, official beer, or some other nonsense and write them a letter explaining you won't be patronizing them and why. Let them know your displeasure. And really boycott their product if you can. It won't do much but it may give you some satisfaction.
I wouldn't do that to the local businesses who support the Sabres though.