We just returned from our cruise and it was absolutely fabulous!!! The service, the food, the entertainment and the weather were near perfect.
And I can say with authority that you CAN take wine onboard, no problem. If you call the front desk, they will even send up a corkscrew for you. The woman refreshing our minibar, by our request. moved out all of the beer, sodas and liquor to make room for the items we brought, which included soda and wine.
The only negative was that it didn't seem to be okay to pour yourself a glass of wine and take it to the dining room, though I don't know how they could tell if it was from the bar or not. I just almost never saw anyone doing it. On the other hand, given the graciousness of the staff, I doubt they would have said anything. But I didn't try it, so I don't know for sure. I just sipped my wine as I was getting ready for dinner.