David Moyes's side will return to London on May 30 to face Guus Hiddink's Chelsea after ending United's dream of winning a quintuple of trophies.
In the last 12 months, United have won the Champions League, Community Shield and Carling Cup on penalties, the latter two at Wembley.
Yet it was Everton who held their nerve in the shoot-out as Tim Howard saved from Dimitar Berbatov and Rio Ferdinand.
But arguably United's biggest villain was their manager. Sir Alex Ferguson was made to pay for his controversial team selection, making eight changes from the side that beat Porto in the Champions League, and leaving out his biggest stars.
United were denied what looked a clear penalty in normal time, but can have little complaint at the result given the complacency of Ferguson's team sheet.
Ferdinand and Nemanja Vidic were the only undisputed first-teamers to start, while Ferguson made room for the unheralded likes of Ben Foster, Fabio da Silva, Darron Gibson, Danny Welbeck and Federico Macheda.
Wayne Rooney, Cristiano Ronaldo, Michael Carrick and Edwin van der Sar did not even make the trip to London, staying in Manchester to prepare for the visit of Portsmouth to Old Trafford on Wednesday.
It was a remarkable decision and one that reflects where Ferguson's true priorities lie. While some fans wanted to win it all, Ferguson's main aim is to keep Liverpool's hands off the Premier League trophy.
If that means losing the FA Cup and upsetting the 40,000 United fans who travelled to Wembley, then so be it.
Despite being plunged into immediate underdog status, United were not overawed.
Macheda may be only 17, but his self-belief appears to have developed fully. He was full of inventive flicks and touches, using his imposing physique to good effect.
The Italian showed some especially good interplay with his fellow youngster Welbeck, who failed to convert several chances.
Joleon Lescott blocked a Welbeck effort turned goalwards from a Rafael cross, before the Brazilian sliced a left-foot shot well wide after Macheda fed him superbly.
Despite targeting United's attack-minded full-backs Rafael and Fabio, Everton had little joy from the flanks as the 18-year-old twins coped well with the threat of Steven Pienaar, Leon Osman and the overlapping Leighton Baines.
Foster played a starring role at Wembley in February as United beat Tottenham on penalties in the Carling Cup final.
However, he looked nervous throughout, slicing a clearance, nearly gifting possession to Louis Saha when he dallied on the ball and whacking a clearance into the body of James Vaughan. However, none of his errors ranked on the Lukasz Fabianski scale; the Arsenal keeper's blunders costing his side a place in the final on Saturday.
Saha battled back from a stomach virus to start up front for Everton, supported by the towering aerial presence of Marouane Fellaini and Tim Cahill. Everton showed increased ambition after half-time, with Cahill forcing Foster into a diving save with a dipping 25-yard strike.
At the other end, Park Ji-Sung and Gibson went close before the defining moment of normal time, when Welbeck burst into the box and appeared to be brought down by Phil Jagielka.
Referee Mike Riley said no penalty, sending Ferguson into a predictable rage. David Moyes spoke pointedly in the week about Riley's supposed pro-United bias and it is hard not to wonder whether the Everton manager's words affected the referee's decision-making.
Tevez, Anderson and Welbeck all went close but in truth, extra-time seemed inevitable long before Riley blew for the end of 90 minutes.
Cahill forced Foster into a sharp save with his legs before Fellaini narrowly failed to get his shot away at the edge of the box.
Substitute Vaughan also failed to convert a golden chance from a Baines pull-back, while at the other end Welbeck took an airshot when teed up by Berbatov.
But penalties were always the likely outcome, and although Cahill missed Everton's first spot-kick, Everton were soon in front after Berbatov, dismally, and Ferdinand failed to convert.
Former United man Phil Neville converted nervelessly, before Jagielka converted the decisive shot to send 40,000 Evertonians into raptures.
In the last 12 months, United have won the Champions League, Community Shield and Carling Cup on penalties, the latter two at Wembley.
Yet it was Everton who held their nerve in the shoot-out as Tim Howard saved from Dimitar Berbatov and Rio Ferdinand.
But arguably United's biggest villain was their manager. Sir Alex Ferguson was made to pay for his controversial team selection, making eight changes from the side that beat Porto in the Champions League, and leaving out his biggest stars.
United were denied what looked a clear penalty in normal time, but can have little complaint at the result given the complacency of Ferguson's team sheet.
Ferdinand and Nemanja Vidic were the only undisputed first-teamers to start, while Ferguson made room for the unheralded likes of Ben Foster, Fabio da Silva, Darron Gibson, Danny Welbeck and Federico Macheda.
Wayne Rooney, Cristiano Ronaldo, Michael Carrick and Edwin van der Sar did not even make the trip to London, staying in Manchester to prepare for the visit of Portsmouth to Old Trafford on Wednesday.
It was a remarkable decision and one that reflects where Ferguson's true priorities lie. While some fans wanted to win it all, Ferguson's main aim is to keep Liverpool's hands off the Premier League trophy.
If that means losing the FA Cup and upsetting the 40,000 United fans who travelled to Wembley, then so be it.
Despite being plunged into immediate underdog status, United were not overawed.
Macheda may be only 17, but his self-belief appears to have developed fully. He was full of inventive flicks and touches, using his imposing physique to good effect.
The Italian showed some especially good interplay with his fellow youngster Welbeck, who failed to convert several chances.
Joleon Lescott blocked a Welbeck effort turned goalwards from a Rafael cross, before the Brazilian sliced a left-foot shot well wide after Macheda fed him superbly.
Despite targeting United's attack-minded full-backs Rafael and Fabio, Everton had little joy from the flanks as the 18-year-old twins coped well with the threat of Steven Pienaar, Leon Osman and the overlapping Leighton Baines.
Foster played a starring role at Wembley in February as United beat Tottenham on penalties in the Carling Cup final.
However, he looked nervous throughout, slicing a clearance, nearly gifting possession to Louis Saha when he dallied on the ball and whacking a clearance into the body of James Vaughan. However, none of his errors ranked on the Lukasz Fabianski scale; the Arsenal keeper's blunders costing his side a place in the final on Saturday.
Saha battled back from a stomach virus to start up front for Everton, supported by the towering aerial presence of Marouane Fellaini and Tim Cahill. Everton showed increased ambition after half-time, with Cahill forcing Foster into a diving save with a dipping 25-yard strike.
At the other end, Park Ji-Sung and Gibson went close before the defining moment of normal time, when Welbeck burst into the box and appeared to be brought down by Phil Jagielka.
Referee Mike Riley said no penalty, sending Ferguson into a predictable rage. David Moyes spoke pointedly in the week about Riley's supposed pro-United bias and it is hard not to wonder whether the Everton manager's words affected the referee's decision-making.
Tevez, Anderson and Welbeck all went close but in truth, extra-time seemed inevitable long before Riley blew for the end of 90 minutes.
Cahill forced Foster into a sharp save with his legs before Fellaini narrowly failed to get his shot away at the edge of the box.
Substitute Vaughan also failed to convert a golden chance from a Baines pull-back, while at the other end Welbeck took an airshot when teed up by Berbatov.
But penalties were always the likely outcome, and although Cahill missed Everton's first spot-kick, Everton were soon in front after Berbatov, dismally, and Ferdinand failed to convert.
Former United man Phil Neville converted nervelessly, before Jagielka converted the decisive shot to send 40,000 Evertonians into raptures.
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