From
http://www.footballgroundguide.com/
Although there are a number of bars and pubs located within the general area around Wembley Stadium, they certainly combined do not have the capacity to house all the fans who would like a drink before the game. So bear this in mind when planning your arrival time. The closest bars to the stadium such as J.J. Moons (Wetherspoons), the Green Man (both near Wembley Stadium station) and the Torch (near Wembley Park tube station), are usually heaving many hours before kick off.
Pubs on the East side include:
Blue Check Cafe - 12/13 Empire Way, Wembley, HA9 0RQ
Crock of Gold - 23 Bridge Road, Wembley, HA9 9AB
Crystal Club (Silverspoon) - South Way, Wembley, HA9 0HB
Wembley First Class Sports Bar - 125
Wembley Park Drive, Wembley, HA9 8HG
The Parish - 120 Wembley Park Drive, Wembley, HA9 8HP
The Torch - Bridge Road, Wembley, HA9 9AB
Wembley Tavern - 121 Wembley Park Drive, HA9 8HG
Pubs on the West side include:
Arch - The Arch, 324 Harrow Road, Wembley, HA9 8LL
Blue Room - 53 Wembley Hill Road, Wembley, HA9 8BE
Copper Jug - 10 The Broadway, Wembley, HA9 8JU
Flannerys - 610 High Road, Wembley, HA0 2AF
Fusilier Inn - 652 Harrow Road, Wembley, HA0 2HA
Green Man - Dagmar Avenue, Wembley, HA9 8DF
JJ Moons - 397 High Road, Wembley, HA9 6AA
Liquor Station - 379 High Road, Wembley, HA9 6AA
Masti's - 576 - 582 High Road, Wembley, HA0 2AA
Moore Spice - Wembley Retail Park, Unit 2, Engineers Way, HA9 0EW
Powerleague - Olympic Way, Wembley, HA9 0WS
Station 31 - 299 -303 Harrow Road, Wembley, HA9 6BD
Thirsty Eddie's - 412 High Road, Wembley, HA9 6AH
In addition there are a number of outlets selling alcohol in the nearby London Designer Outlet and Arena Square. These tend to be frequented by supporters of both teams. Further down this page there is a map showing the location of all these pubs and areas.
However, most fans tend to either drink in the centre of London before the game, or have drink near one of the London Underground stations located north of the stadium such as Harrow on the Hill or further afield such as Watford Junction or Ruislip. I have tended to drink in Harrow on the Hill, which is three stops away from Wembley Park on the tube and has a handy Wetherspoons and an O'Neills outlet, plus a number of other pubs and eating outlets. The good thing too is that if you park out in this direction, then after the game you are heading way from the masses who are normally heading back in the direction of Central London.