The security at the Garden is somewhat tight. They are not looking for tape equipment but are more interested in weapons and beverages (booze and such)
If you have a bag, most likely they will ask you to open it up and they will poke through it.
They do have wands but randomly pick people.
It all depends on where you sit, but security presence in the Garden is pretty noticeable but they are looking for people who smoke or stand in the aisle.
IMO - doing a stealth job on your first taping is kind of a drag. Enjoy the show and download it later!