Adjusted Plus-Minus

Papers (most recent version listed first)
Adjusted Plus-Minus for NHL Players using Ridge Regression 
     with Goals, Shots, Fenwick, and Corsi (most recent version)
An Improved Adjusted Plus-Minus Statistic for NHL Players (EV, PP, SH, zone starts, from Sloan)
A Regression-Based Adjusted Plus-Minus Statistic for NHL Players (first version, EV only)

Blog post
Adjusted Plus-Minus

Series of articles at Arctic Ice Hockey
NHL Adjusted Plus-Minus Part 1 (an introduction)
NHL Adjusted Plus-Minus Part 2, Even Strength Offense
NHL Adjusted Plus-Minus Part 3, Even Strength Defense
NHL Adjusted Plus-Minus Part 4, Even Strength Overall


Summary
Adjusted Plus-Minus is a regression-based statistic for NHL players that measures a player's value to his team, independent of the strength of his teammates, strength of his opponents, and zone starts.