You can bring or buy your own bottled water on board ($1.75 to $3.50). I happen to prefer sparkling water. When questioned upon re-Boarding at St. Thomas about what I had in the bag, I merely replied that I had water and there were no questions asked. At St. Thomas, there is a grocery store about 2 blocks from Havensight that sells many brands of water. There is also a drug store at Havensight, but they don't sell sparkling water anymore.