As a Canadian, I can proudly say that my favourite sport is not hockey, but baseball. The sport is pretty big around here on the east coast of Canada, and even more so out west on the Prairies. I don't think it is as popular here as in the States though, or even in places like Central or South America. Japan digs baseball too--if two consecutive World Baseball Classic titles are any indication of that.
I'm American and I agree hockey is my favourite sport too.