I think your options are Cobo Roof, JLA Garage, and Greektown Casino. Cobo Roof is probably your best option. Never had a problem. Close and cheap. Greektown Casino is a little farther away, but you can get some fantastic Greek food (saw Chris Chelios at Pegasus) and take the People Mover or walk. The JLA Garage is convenient, but it's expensive and takes forever to get out of it.
JLA doors open 90 minutes before puck drop. The earlier, the better.
In general, Wings fans are not violent but can be chatty.
We don't drown out the National Anthem with cheers, so don't try to pull that here