Touts usually flood Wembley way, whenever i've been there for any event as you come down the steps from the tube station they are all stood there waving tickets in the air. Just make sure to double check the tickets before you buy that it says in the Southampton end - they'll probably tell you they are, even if it's in the United end, just to get you to pay.
As for a pub, Green Man is the closest I think. I don't know if it's showing the game but I don't see why it wouldn't be.