No, I went a couple of seasons ago for the Saints game but it makes for a very expensive weekend and we are going to the US for Thanksgiving, I prefer to catch a game whilst over there.
Tailgating - not what you would think of as such. The car parks will just be full, can't have tailgating like in the US, it's not what we do. They do have a "tailgate party" at the Arena but you'd need a ticket for that as well.
Customary in the UK before sports games is to meet up at the pub. Check out one called the Green Dragon or the Green Man near Wembley (can't remember which), they have a website and they usually put something on for these games.