Since the NHL officially starting publishing shot attempts (Corsi) on their site a couple seasons ago, there are a wide range of applications being done for fantasy hockey purposes. While it is not an available stat category for use in ESPN fantasy leagues, the stats are there for us to use in researching players that can help in the traditional fantasy categories.
Since most leagues count minimal defensive statistics -- plus/minus arguably as the only relatively common category that touches on defense -- shot attempts as a whole (SAT for minus SAT against) don't paint a great fantasy picture.