Myself and 3 mates went to Arsenal v Stoke earlier in the season. I got the impression that due to their bad start Arsenal weren't selling out games like they used to and this is the first season that tickets have been going on general sale to the public. So just register and hope that the return of Henry isn't pushing demand back up. Keep an eye on the site for the day they move from members only to general sale.
I was at the Everton game with my young lad. (helps you not one jot )
We had a real problem until I got tickets from a friends friend. Best thing would be to get in touch with Goonerhibby, and he may even put you on to someone who can get them.
What I would say is you can get tickets down there, if you want to chance it!! a few Guys selling tickets at the stadium. The more I think about this there were loads of guys selling tickets
Good luck you will love it. Cold beer no pies though, and hot water in the bogs ......
Usually half a dozen touts hanging about outside Arsenal tube station. There is a souvenier stand in the road at the T Junction right at the station exit and I'm pretty sure the folk on that and at least one of the touts are pretty close ;-) so if you are risking it worth asking them and you might get lucky. (With the tickets at least.)