Having been there on Sunday - can confirm the security was beyond woeful and I could have carried anything I liked into the ground.
On the subject of ticketless fans - this was always going to happen to some extent that people would try and get in. It's an event where demand far outstrips supply. It happens at a lot of major events, big music festivals have it every year where people hop the fence. The bigger issue is that Wembley has a reputation for being easy to get in for free. The turnstiles are so wide, and slow that it's very easy to follow someone in behind as they scan their ticket. Particuarly as there are no staff outside the gates, only inside.
The overall design of the stadium doesn't lend itself at all to major events. You have a bottleneck with Wembley Park and Wembley Way (The fact there was no design to try and have more people travel via Wembley Central by making it more accessible to the stadium was madness), now with all the construction, high rises etc which are around the stadium, it makes it impossible to lock the area down and do ticket checks a certain distance away from the ground like we see at other European grounds for major finals.
Frankly, Wembley in all honesty, at least security wise, is not really fit for purpose. If someone wants to get into Wembley currently for a major event, they will, ticket or not, it's as simple as that. They need to rip the turnstiles out and reinstall them, they are almost 20 years old, and by this point, outdated. Review security, particuarly on the outer ring outside the turnstiles - the gates currently funnel inwards, and end up creating surges/crushes into the gates. Not safe in anyway whatsoever.
Outside the security aspect, Wembley is actually a bit ****ing ***** really. It's prohbitivley expensive, the transport is awful, and all in all not that enjoyable to be at!