Well..
On the way there we got on the train early as possible. It was busy though and only just managed to get a seat, a lot were standing up. The way back was a nightmare, stood up for 3 hours with about 50 other people, completely rammed and you couldn't even turn around or move anywhere. People just started smoking on the train as well because they knew they couldn't get done for it.
Not sure what Im doing yet but the early trains back aren't the best option I tell you. Might have a been better off going into London and then going back out to Brum.
Thanks for the info.
I can confirm that it is a good idea to get the tube into London. I did it last time. The trains from Marylebone were nowhere near full and didn't stop at Wembley.