As someone mentioned, St John's is the best college for squash, with two courts on site and serious players.
However it is NOT a sporty college in general, with decent but not wonderful teams overall.
There is a girl who plays hockey for Oxford in my year though, so there is some hockey presence. I think basically hockey is going to be a uni-level pursuit anyway so it doesn't really matter which college you are at (although maybe one close to Iffley would be better).