It's against Royal Caribbean's policy, but plenty of people do it. Form what I hear, the rate of success is much higher than the rate of failure. They do random searches of luggage, and if they find alcohol they'll confiscate it and return it to you at the end of the cruise (if it hasn't been opened). I've heard that they recently revised the policy to reserve the right to deny embarkation if liquor is found in your luggage... but there have been no reports of this actually happening (what a PR
nightmare that would be).
If you want to give it a shot, I say go for it. The worst that can happen is that you'll open your luggage in your stateroom and the bottle will be gone. No one I know who does this has ever had a problem.