Knightdale will have more chain restaurants that should be open later at night.
I don't know much about Wilson but if you will probably be going against the traffic to get there from the Raleigh, Wendell area.
Oh, and if you are looking to buy a home in the area, feel free to contact me!
The only actual bar I could find in Wendell is the 97 Roadhouse: http://97roadhouse.com/
Knightdale is the closest to Raleigh and is growing fast with new merchants being added all the time. The newest area is the 64/264 bypass. Here you will find Chili's, Lone Star, Applebees, Buffalo Wild Wings (all serve alcohol) and others. http://restaurants.uptake.com/north_carolina/knightdale/6890
Knightdale is about 15 mins to downtown Raleigh, Capital Blvd or Triangle Town Center where you will find your choice of many different restaurants and bars.
If you don't mind the commute to Wilson (38 miles / 43 mins give or take) I think you can find an affordable house with a larger lot and things to do in Knightdale and only 15-20 mins to anything else you might want to do in Raleigh.