Well, since you quoted my post... I guess I should address this.
1) The lottery pick COULD be the #1 overall pick, since it came from the last place team. But a lot of leagues may follow the NHL's protocol and have their own lottery for all the picks. Even if it is Mackinnon... how long until the kid is fantasy relevant? One-year, two-years, three-years? In shallow-keeper pools - usually a team should be undergoing a massive rebuild to wait on a prospect.
2) His team is close to competing NOW, per OP.
I don't think it makes sense to get younger. If he's close to competing, I say go for it NOW. Why get younger when you have the 2nd best team in the league? Daniel Sedin is a monster in this format. There's no PIM, so aside from the discrepancy between AO and Sedin in hits, the other categories are very close (P, G, +/-, PPG, PPP, SHP, GWG, Shots, Hits). Iginla is also very good in this format. Lots of scoring categories.
If the OP wants to go into full re-build, yes... go Ovechkin + prospects.
But we've seen Ovechkin slowing down... by the time Mackinnon is fantasy-relevant (2015?) will Ovechkin have bounced back... or will he be even worse?
Point is - I don't think Ovechkin can be considered a player to be included onto a "rebuilding" team.
If the OP wants to compete, I say go with the D.Sedin side.
My response was from the vantage point of competing.