My soft drink of preference is Coke Zero, which is rare to non-existent on cruise ships. I have carried it on in shopping bags, small folding knapsack-like bags I brought in my luggage, and no bag at all. I have carried pop onboard in Miami, Fort Lauderdale, and Port Canaveral. I have also carried it up the gangway in San Juan, St-Maarten and St-Thomas, and probably other ports I don't recall.
Never heard a peep from security, ever.