Perhaps only fitting then that Roy begins his first playoff series behind the bench against the Wild, with Game 1 on Thursday night at Pepsi Center.
"Am I nervous? I say no," Roy said. "I'm more anxious to see the puck drop. When you're well prepared, you're not nervous, you're anxious."
All season long, Roy's preached an even-keeled demeanour to his team. The stage and stakes may be bigger, but he's trying to keep their focus only on the next shift and nothing farther.
It's the same attitude he had as a youngster, when he helped Montreal to the 1985-86 Stanley Cup title. Teammate Larry Robinson actually had a brief conversation with Roy before that series, in the sauna of all places.
"He said, 'Hey, kid, all I'm asking is no bad goals,'" recounted Roy, whose team was 4-0-1 against Minnesota this season. "And from the first game I was not thinking about winning the Stanley Cup. I was thinking no bad goals and having fun."
The Avs are a young squad with little playoff experience. But that shouldn't be an obstacle in the eyes of Joe Sakic, the team's executive vice-president of hockey operations whose first move was bringing in Roy.
"You can get that experience while winning," Sakic said. "That's the best way to get that experience."
The Wild feel like they're peaking at just the right time, after struggling earlier in the season.
"We were in a tight race for the wild card and we won some big games in some hard buildings to get here," Zach Parise said. "We like the way we've been playing the last couple of weeks. We're playing pretty stingy defensively and we're getting some timely scoring."
Five things to keep an eye on in this Western Conference contest:
VARLY VS. BRYZ: Semyon Varlamov turned in one of the best seasons in franchise history, winning a league-leading 41 games. That's one more than Roy ever won in his time in the Mile High City.
His counterpart, Ilya Bryzgalov, has added stability since he was acquired from Edmonton in early March. Bryzgalov went 7-1-3 down the stretch.
The only concern is this: Bryzgalov has been sketchy in the post-season. In 2010 with Phoenix, he went 3-4 with 24 goals allowed. In 2011, he went 0-4 with 17 goals allowed. And in 2012 with Philadelphia, he went 5-6 and gave up 37 goals.
BANGED UP: Colorado will be missing leading scorer Matt Duchene (knee) for at least the start of the series. Defenceman Jan Hejda (upper body injury) returned to practice Wednesday, while forward John Mitchell (head) remains questionable.
Not that the Avs are preoccupied by all their injuries.
"Guys are stepping up and we're finding ways to win," Erik Johnson said.
Minnesota is relatively healthy, with Mikael Granlund expected back on the ice. He missed the last six games of the regular season after taking a hit to the head.
CONTRASTING STYLES: The last thing the Wild want to do is get into a skating contest with the speedy Avalanche.
Instead, the Wild will dump the puck deep into the zone in an effort to slow down Colorado.
"We want to make them play as much defence as we can," defenceman Ryan Suter said. "You let them have too much time, they're going to make you pay."
YOUTHFUL EXUBERANCE: Just 18 and already Nathan MacKinnon has plenty of playoff experience. Well, at the major junior level anyway.
MacKinnon, the favourite to win rookie of the year, led Halifax to the Memorial Cup title last season. And while that's not exactly the Stanley Cup, he thinks the experience should help.
"This is obviously faster, more intense," MacKinnon said. "We're in this together."
Obviously, the Wild feel the same way.
"We believe in our chances," Mikko Koivu said. "It's a process. You've got to build it again, and it's gonna start from Game 1. That's what we're working on right here each and every day."
DYNAMIC DUO: For years, Sakic and Roy formed quite a tandem on the ice, helping the Avs to two Stanley Cup titles.
That chemistry has certainly been on display this season with Sakic in the front office and Roy behind the bench. They've helped restore the lustre to an organization that had fallen on rough times.
Could this be the new model that other NHL teams emulate?
"Maybe," Roy said. "They love what's going on here now."
AP Sports Writer Dave Campbell contributed.