We've bought some local stuff in Barbados really cheap, like $6/bottle, and it wasn't bad. I think St. Thomas and St. Maarten have good prices as well as Cozumel. San Juan has some great prices on rum, too. I have found, though, that most of the ships run "specials" on alcohol and have found some really good prices on named brands. I think we purchased 2 bottles of Grey Goose for $29.95 on board Princess and then we purchased 2 bottles of Absolut on board Costa for $19.95. I've purchased Baileys for $19.95 a bottle on board ships, too. When we went on the Holiday year before last, we bought 6 bottles of tequilla and 2 bottles of vodka in Cozumel. We reported it and were ready to pay the duty/tax when we returned. It worked out to be a little over $2 which we thought was a REALLY good deal for Alabama. They charge all kinds of sin taxes here. A pint bottle of Jack Black ran me $23 at our package store.
Oh, my I forgot, Trinidad had some excellent prices. You had to do math in your head because it was 6 Trini to 1 US. I think Grey Goose down there was $12/bottle.