Two years ago on a Princess cruise out of San Juan we brought (in our carry-on) small bottles of liquor (2) and 1 bottle of wine. We had no problem whatsoever. It was for in cabin consumption only - I like to point this out as I think it would be tacky to openly do so in public areas. My attitude is if I can save a little on liquor, it's that much more $$ I can put towards my next cruise!
An important point to note is that was pre-September 11, and I do not know if things have tightened up since then. We leave on Carnival Destiny out of San Juan this Sunday (woo hoo!!) and I've been trying to get info about the current situation without much success. So we plan to take, in our checked bags, plastic unopened bottles of liquor. I can assure you we won't be buying top shelf stuff, as it would make me cry if they took my Bombay. So it'll be Gordons for us.