Don't forget the duty free liquor stores in the airports! If you're flying in or out of a major airport, most of them have duty free liquor stores. Because you are leaving the country (technicly on a boat not a plane but like the store clerk needs to know that) You can purchase duty free. So buy it in the airport once you land and stick it in your bag. I am a first time cruiser but I plan to put a small bottle of something or another in my bag just so I can have a private cocktail in my room. I just like to be able to have a drink i make in my room. My boyfriend and I do it even when we're in a hotel visiting my parents for a weekend. It's not b/c we don't want to go pay for drinks in a bar, more just b/c we like to be able to relax and mix our own drinks in our room. But I also don't think there's anything wrong with saving a few bux. You might also consider reinforcing the glass bottles with masking tape. if you put one piece at the bottom, middle and top of the bottle it will help keep it from breaking. It's an old trick my dad used to use when packing my lunches for field trips. (also works great on mirrors and picture frames when moving.) Also about security, as long as the bottle isn't open, you probobly won't have trouble with airport security. I don't know about cruise security.
Just my 2 cents!