Some lines do allow you to bring wine on board but any bottles of spirit will be taken from you and you only get them back the night before you leave. If you are celebrating ask your travel agent to see if there are any special exemptions, and also get it declared on your booking sheet as many lines present you with a cake in celebration after your dinner but on the ships we have been on our drink prices are less than we pay in the UK. We drink gin/dark rum and with tonic/lemonade and we are just under 13 dollars and allowing for the rate of exchange it equates to around £6.50, but our drinks are usually doubles so you can half that again. Any drink bought on board the same rules apply, maybe if you went to the ships duty free not the last night but the one before they may allow you to take your purchases back to your stateroom there and then. I think it was in 1997 we heard of a tragic accident in that children found alcohol in a stateroom which had been smuggled on board and not put out of there reach so there is some method in their madness but so far we have never felt over charged but I have met others who would disagree.
We have always bought bottles of spirit, bottles of wine and mixers on shore and we have never had them taken off us, we keep them in our fridge and drink them in the cabin. That's with P&O, Royal Caribbean don't let you.
I have taken bottles on Aurora and Arcadia without a problem. Unfortunately I am going on Discovery this October and it states in their brochure that no drink is allowed to be taken on board. Shouldn't prove a problem on Ventura next April hopefully!
If you have booked from the 08/09 brochure you will see in the Terms and Conditions that P&O are not going to allow alcohol to be taken on board at embarkation or at Ports. However, I think it will be very difficult to police.
P&O have recently clarified their position about taking alcohol on board. They reserve the right to refuse someone taking it on board if that person seems already the worse for drink. Other than that people are still allowed to take alcohol on board - no-one has had any problem recently. They are just covering themselves in case of bad behaviour.