Having some experience of a smaller venue, both as an audience member and as an employee, I can't honestly say I've seen stewards actually confiscate cameras in the firts instance. Usually punters are asked to deposit cameras at the cloakroom area for collection later - either that or the punter isn't allowed in. The stewards accept that they can't police mobile phones in the same way, no matter how diligent and observant they are, so they ask only that they're switched off. If they see people with them out taking photos, they will ask them not to, and if those people blatantly persist, then further steps will be taken. I've never been to a venue the size of Wembley to know how they operate there.
But as has already been said, there's really not much point anyway. Flash is pointless because it's either cancelled out by the stage lighting or you're too far away for it to be of any use whatsoever. Forget it. Enjoy the gig and buy yourself a poster taken by a proper photographer who's been near enough to get a decent shot.