Don't know about RCCL but CCL does allow you to bring on 1 bottle of wine or bubbly at embarkation. So...no sneaking required
DH brings his bottle of Merlot and I bring my Asti. We typically bring it in carryon, but we have packed it on occasion, too (See other threads for ideas). We still buy mixed drinks at the bars and a bottle of wine or 2 at dinner during the week, but this way, we have pre-dinner 'gettin ready" drinks in the room.