I have a lot I'd like to write on this, but as far as set one-timers, here's my instructional vid/graphic on one-timers, including the set play you mentioned: http://nhl94strategy.com/?page_id=133
I try two different ways to defend this. One is to immediately charge with the center to get in the way of the pass/one-timer. The other way I try (and have seen others like @IceStorm70 do this successfully) is to immediately change to goalie to reposition up, cutting off the angle and increasing the chances you make the save. It's a nerve-wracking moment and sometimes you can't do jack about it.
The most common move I see people do off a faceoff win to their defensemen is to pass to one of their wingers. You see it all the time. If you can anticipate this pass, switch to a defensemen and crush the winger. At worst, even if your opponent doesn't make the pass, you can still take out the winger, eliminating one option for a few seconds.
Depending on who I'm playing, I would give different advice on how to handle winning and losing a faceoff.
And on @clockwise's play, I think you will have more success if you pass it softly (backhanded) around the boards vs. hard (#4). The slower puck makes it more likely your winger will get the puck. Also, if you have a speedy guy, you can usually dump it right into the open net if the goalie gets caught chasing.