On one of our cruises on HAL, we were cruising with a group of 18. We planned to host a sailaway party in our suite and brought 2 cases of champagne. We gave it to the porters at the port along with a $20 tip. The two cases of champagne were the first things to show up in our suite.
We have always brought wine on board and have never been questioned. I have stashed a bottle of my favorite Scotch in my checked luggage and never had a problem there either. But some people frown upon that, so do it at your own risk.