The NFL may be banning purses and handbags, but other leagues have yet to follow suit. In the meantime, though, don't think you can just fill your purse with snacks and stroll into a hockey arena. Usually security will go through your bag as you enter to make sure you aren't bringing in contraband or outside food, and they might also give you a pat-down to make sure you've got nothing in your pockets that shouldn't be there.
To circumvent this, you might consider getting a purse or handbag with a hidden compartment or false bottom designed to hide valuables or a concealed handgun. While we don't advocate sneaking firearms into a football game, there's no reason these compartments can't be repurposed. It's up to you whether you're willing to make your nice new purse smell like a hot dog just to save five bucks.