I, like everone else, wants to just be able to go and watch a game without thinking about such a thing, but I really feel that there is a unique vulnerability presented in such venues that will eventuallly be exploited by terrorists. (I hesitate to even write that) It really wouldn't take a dirty bomb, but such a bomb would escalate the panic immensely, I'm afraid.
People in a stadium wouldn't know if they had been exposed to radiation or smoke from an exploding devise. Panic will kill either way.
If a plutonium devise explodes, radiation could be spread for miles by fleeing fans before it was discovered. First responders wouldn't have radiation suits with them which would compound the emergency.
An obvious first step would be to have radiation detection devices at every sports stadium. Devices that would automatically alert Homeland Security and local emergency teams. That's cheap.
Second step would be to have a prerecorded series of announcements at the stadium. This will contain panic. The first voice would be a man - to add authority - calm voice - the second voice that of a woman - to add comfort and security. Before the tape was installed it could be tested for effectiveness. That's cheap.
Third, a system of decontamination sites should be set up between the stadium and the parking lots. (read fire hydrants). That would be cheap. Some of the first solutions aren't difficult and they're cheap. But, and this is a big one, they need to be put in place before an event.