You won't have the liquor waiting for you in your cabin, but you should have a card in your cabin directing you to call Room Service for delivery. Someone over 21 will have to be in the cabin to receive the liquor.
As someone else pointed out on another thread, if you're sailing from Galveston or some other ports, you have to wait until the ship is a certain distance from port to get your liquor. They also won't be selling certain brands at the bars until they reach that point. I don't think it has to do with Blue Laws, but with the fact that most of the ship's liquor is not taxed in Texas.