As a ST holder now exiled in London, I've found the best/cheapest curry places to be in the Shoreditch/Whitechapel/Brick Lane sort of area - there's loads down there in a Rusholme-type manner. My favourite is Tayyabs (<a class="postlink" href="http://www.tayyabs.co.uk/" onclick="window.open(this.href);return false;">http://www.tayyabs.co.uk/</a>), bit of a queue sometimes but worth the wait! It's bring your own booze as well so cheaper on that front! If you were to come into that sort of area, you'd be best getting the Metropolitan line from Wembley Park to Liverpool Street then the Hammersmith & City line to Aldgate East, just over half an hour or so.
The only curry place I've been to near Wembley is Karahi King, near North Wembley tube station (<a class="postlink" href="http://www.london-eating.co.uk/3018.htm" onclick="window.open(this.href);return false;">http://www.london-eating.co.uk/3018.htm</a>), decent curries but not as much of a restaurant feel as those curry houses you'll get if you venture further into central London.
The only other place I've eaten at near Wembley is the McDonalds.....terrible queues!
I haven't spent an awful lot of time in that area of London but funnily enough, I've started to see a bit more of it in the past couple of years!