Obviously, you would like to play the whole game with your best five players. In NHL09 this is possible – you just need to turn the fatigue off in the game options. However, if you are looking for a more realistic experience, you should be aware of the fact that players spend about 1-2 minutes one the ice before changing. Making those changes manually can be problematic – so delegating the task is a good option. During substitutions, the priority is given by the computer based on two things – line freshness and number. Freshness is the average condition of all the players in the line. Generally, Line 1 will play if fresh enough, then line 2 etc. But remember, ALL the lines will play certain amount of minutes – so you need to handle them all carefully.
Also, the lines are treated as a pack of five players, ie Line 1 is actually Offensive Line 1 and Defensive Line 1 – although they are defined separately they always play together.