My boyfriend and I came up to Hershey from Washington a few times to get our hockey fix during the NHL lockout (there's the American Hockey League Hershey Bears here). On this site I discovered El Rodeo, a decent-looking place only a few miles from the arena. It was the closest veg-friendly place to the arena, so we decided to try it.
El Rodeo has a vegetarian section on the menu, and the staff seems willing to remove the cheese and sour cream so it's vegan. I found the fried chimichangas and have stuck with them--a crispy fried packet of yummy veggies with rice on the side and a bit of lettuce for a sort of salad.
The servers have been friendly--including one young woman in training on one of our visit. We rarely have to wait too long for service or for our food or our check.
I wouldn't make a special trip there, but if you're in the area, check it out.
Cons: parking lot a bit tricky