Depends how far you want to walk. If a couple of miles doesn't bother you, then try Church Lane, Kingsbury NW9, past the Wood Lane turning. The 'Event Day' no-parking ban stops at that point (signposted).
Otherwise, the tube/rail is a possibility, although you haven't got to go as far out as Watford. Just any station a few up the line from Wembley Park - Stanmore is worth a look, but there'll be some walking involved there, too.
A.