Just a cautionary note. It is fine to pack and bring wine on board, but to make sure you don't have a mess on your hands, I'd recommend wrapping it well then putting it in oversize ziplock bags. I double bag just in case, but I'm pretty paranoid. So far no problems, though.
How stringent the liquor thing is seems to depend on the ship. I've seen people waltz on board with liquor from port on some ships, and seen others where it is confiscated and held for disembarking. I don't recall ever hearing about anyone having liquor confiscated from checked luggage, but I expect it could happen.
Sea Princess Alaska 2002
Dawn Princess B 2 B Honolulu-Tahiti-Honolulu 2003
Coral Princess Panama Canal full transit 2004
Star Princess Eastern & Western Caribbean 2004
Grand Princess Grand Mediterranean 2005
Golden Princess British Isles 2005
Pacific Princess April 2006 Sydney to Osaka
Star Princess Sept 2006 Baltic and Transatlantic
Golden Princess March/April Buenos Aires to San Francisco
Sapphire Princess October/November 2007 Bangkok - Beijing - Bangkok
Sea Princess May 2008 Mediterrean Medley and Iberian
Royal Princess October 2008 Canada and Colonial America
Ruby Princess November 2008
Caribbean 'almost inaugural'