GLENDALE, Ariz. (AP) - A great road playoff run has the Los Angeles Kings in a place they haven't been since the Great One was skating in Southern California.

Dustin Penner scored 17:42 into overtime and the Kings beat the Phoenix Coyotes 4-3 in Game 5 of the Western Conference finals Tuesday night to earn their first trip to the Stanley Cup finals since 1993.

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``It means everything,' Kings defenseman Drew Doughty said. ``You grow up your whole life wanting to be in that Stanley Cup final.'

The kings of the road, Los Angeles will play for Lord Stanley's cup for the second time as a franchise after taking down the Western Conference's top three seeds.

The Kings knocked off No. 1 Vancouver, the Presidents' Trophy winner, No. 2 St. Louis and rounded it out with a five-game win over the No. 3 Coyotes in the conference finals to become the second No. 8 seed - along with Edmonton in 2006 - to reach the Stanley Cup finals.

They played hard, utilized their skill and size, and won away from home like no other team in NHL history.

After losing Game 4 at home, Los Angeles closed out Phoenix in the desert for its NHL record eighth straight road victory of the playoffs. The Kings became the first team to go undefeated on the road en route to the Stanley Cup finals and have won 10 straight road playoff games over two seasons, another record.

Anze Kopitar scored Los Angeles' fifth short-handed goal of the playoffs, Drew Doughty had a goal an assist, and Mike Richards also scored for Los Angeles. Jonathan Quick had some big saves in the third period and overtime, and Penner capped it by gathering a bouncing puck and beating Smith for his third goal of the playoffs.

Next up for the Kings is a trip to the New York metropolitan area. They will play Game 1 next Wednesday at either the New York Rangers or the New Jersey Devils. Los Angeles last played in the final round 19 years ago, vs. Montreal.

``There hasn't been much success as an organization, but we've got an opportunity to play for the Cup,' said Kings captain Dustin Brown, who angered the Coyotes with a hit that knocked defenseman Michal Rozsival from the game just before Penner's goal. ``But there's still a lot of work to be done.'

The Coyotes avoided being swept out of their first conference finals with a gutty win in Los Angeles on Sunday. They couldn't extend the series another game despite jumping on the Kings early, unable to stop Los Angeles' waves of skilled players or Penner's final shot.

Taylor Pyatt had a goal and an assist, Marc-Antoine Pouliot and Keith Yandle also scored, and Smith made some superb saves while facing 51 shots.

``I have been knocked out in the first round a lot and you think it is going to feel better when you get to the next round, but I don't care when you get knocked out,' Coyotes captain Shane Doan said. ``It feels awful and you don't want to be a part of it and you wish you could keep going.'

Los Angeles blew one chance to put away the pesky Coyotes. Leading the series 3-0 and playing at home, the Kings couldn't match Phoenix's intensity in Game 4 and lost 2-0, giving the Coyotes a glimmer of hope.

What they didn't want to do is give them momentum.

Phoenix has been as good as any team in the league when the confidence is rolling, using an 11-game winning streak in February to get back into the playoff race and a five-game surge to close out its first NHL division title.

The Kings had come through in this spot once before, defeating Vancouver on the road after failing to complete the sweep at home in Game 4.

They didn't seem ready to do it again.

Riding the confidence carryover from Game 4, the Coyotes dominated early, controlling the puck, giving the Kings little room in the neutral zone or anywhere else. Phoenix had some good scoring chances early and Pyatt cashed in on a power play, redirecting Martin Hanzal's one-timer in the slot 4:20 into the game.

Despite numerous other good chances, including a couple on a power play, the Coyotes couldn't get another puck past Quick in the first period. Adding to it, the Kings snatched a little momentum back with Kopitar's short-handed goal, on a redirect of a shot by Doughty after Smith was called for icing.

``We didn't capitalize on a power play early, a couple other opportunities, couldn't push the game along,' Coyotes coach Dave Tippett said. ``We knew it was going to be a tight game. It ended up that way.'

The second period wound up being a shootout.

Pouliot gave Phoenix the lead back by flipping a backhander past Quick on a loose puck in front for his first career playoff goal. Doughty tied it a few minutes later, scoring from just inside the blue line on a shot Smith had trouble seeing through traffic.

Richards scored on rebound to put Los Angeles up 3-2, Yandle tied it again after a pass by Pyatt caromed off his right leg past Quick.

Both teams had numerous scoring chances in a hectic third period, but both goalies made some superb saves.

They went back and forth in the overtime, too, until Penner finally ended it when a shot by Jeff Carter caromed out front to him in the slot.

``It's the biggest goal of my career so far,' Penner said. ``Hopefully, there are a couple more waiting in the finals.'

NOTES: Coyotes RW Radim Vrbata had an assist on Pyatt's goal for his first point in eight games. ... Los Angeles was 2 for 27 in the series on the power play after going 0 for 4 in Game 5. ... Yandle had nine points in the playoffs, matching Dave Babych's team record for a defenseman set in 1985. ... The Kings are the seventh team to reach the Stanley Cup finals in 14 games (12-2) since the NHL went to a four-round best-of-seven series format in 1987.