The best way that I have found to bring alcohol on board is in water or soda bottles. I have done it an all my cruises and a few friends have done it to, and none of us has been caught.
Celebrity Mercury - Hawaii
Princess Golden - Meaxican Riviera Oct/Nov '07
Norwegian Star - Mexican Riviera Oct '06
Carnival Ecstasy - Catalina/Mexico April '02
Disney Wonder - 3 day Bahamas Nov '99