We just got back from RC-SOS cruise in June and brought our own liquor. We bought two bottles of vanilla stoli's and two 2-liter bottles of coke, packed them in our suitecases and everything was fine. I would not recommend bringing them on your carry-on since they search those bags frequently. We've done this for every cruise and it's fine. You can't bring anything off the boat that's food or drink that has been opened - so plan accordingly.
Don't want to be the bearer of bad news, but my Mexican Riviera cruise on the Mercury was the only time I ever got stopped trying to bring liquor onboard. Of course, it just could be the law of averages catching up to me. Good luck.
I have to agree with TravelinGal. I tried bringing a couple of bottles of wine aboard in Monterey, California and it was confiscated right at the secruity check point. Try putting a couple of bottles in your check-in luggage and see how that works.