From end-to-end the lines are:
Goal Line
Blue Line
Center Red Line
Blue Line
Goal Line
The Goal Lines are used to determine if a goal is scored (puck most cross entirely over) and for making icing calls.
The Blue Lines are for determining on-side and off-side calls. (Google offside for a better description)
The Center Red Line is used to in conjunction with the Goal Line in Icing calls. It used to be a part of the offside-pass rule (two-line pass) as well, but the league ditched that rule to speed up the game and increase offense.
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The pro's use paper. If you intend to install your own rink, talk nice to the iceman at the local rink, tell him or her what you're doing and ask if he can give you enough for your needs. Ice paper is cheap and they always have some left over after they do their ice install. If you succeed, what you need to do is start with one or two floods on your intended rink. Next, place one end of the paper where you want your line and tack it down with the heat of you hand so it sticks to the ice. It can rip very easily so don't over do it. Walk the roll across to the other side, line it up and straighten the line by pulling on it and tack that end down with your hand again. Now take a very fine mist from you water hose and soak the paper just enough for the water to soak through the paper and let freeze. After the paper freezes to the ice, soak it again with a little more water and let freeze. by now it should be ok to do a light hose flood, followed by heavier floods after that. After you finish your ice rink, return the unused paper to your local Iceman and invite them over to check out your handy work!
The blue lines mark the extent of the attacking/defending zones and determine legal movements and passing, as seen on 2-line passes and offsides calls.