ive always found the emirates quite easy - if you are prepared to walk for a bit to get to finsbury park, then getting a mainline train down to kings cross is usually absolutely fine
at a modern stadium, you ALWAYS have to leave early to get away well. look how many flock out of wembley with up to ten minutes to go. infact, watch virtually any game from a new stadium on tv or one with questionable public transport links and you will notice people leaving early to get away...