Re: Wembley policy
From what I've seen at England games most stewards I've encountered ignore electronic cigarettes in the stands but are quite vigilant on the concourse, mainly senior stewards and safety officers, and will ask you to put it away or leave. They don't appear to check toilets as they do at the Etihad.
As for bags, I've had a suitcase with me before now, and again, depending who is checking the admissions at turnstile you will be asked to leave it at an information desk outside on the main concourse and collect after the game or on the odd occasion I've been let in with it (once they have checked and happy with contents).
If you are carrying any drinks, you are usually asked to decanter them into plastic cups and bottles and cans are discarded inside the turnstile.
Wembley is so disorganized though as staff don't work on a weekly basis and are usually students so all of the above is rather inconsistent - you may get away with no checks at one turnstile and have a full check of bags etc at another.
