I am in the same situation. i live near guildford/Aldershot way.

I usually drive to Hillingdon as they have parking there plus its only about 5 stops, they always lay on extra trains. as 80'000-100'000 people need to get home.

I would worry if i had to get a main line train, for example im sure you could get to Waterloo or Paddington but you may then miss the last train home.

If thats the case then get a hotel or park at another tube station.

regarding the finishing time. I would also say around 2230-2300

Hopefully will be 2-3 hours long the show.

We did struggle with Hyde Park as they closed the tube station due to the amount of people!!!! but at wembley they are much better at handling large amounts of people. plus wembley park is much bigger station.

I hope this helps

Rich