One word Nalgene. Settle for nothing less. Its virtually unbreakable, wont leak, and wont retain the taste of previous contents because its hi-density poly. The wife was worried about it breaking/leaking so I promptly through it on the floor and gave it the bionic foot to prove my point.
I have no reservations or lose sleep about bringing on some rum to have rum and cokes on my balcony. Lets face it its a complete PITA to leave your balcony and climb stairs/ride elevators to refresh your drink. Besides my bar tab the other week was pushing close to $400 so they certainly made money on me any way. Also the bar/ship didnt have the wifes favorite rum so it was necessary to take care of that shortcoming to.
PS BTW I wouldnt do it in the hopes of saving money. Its not really feasable to drink outside your cabin in any amount. You'll spend more time going back and forth to your cabin to refill then having fun which is the purpose of the cruise. If you want to save on the bar bill throw down some 'ludes and that mixed drink will get you there...just kidding.