Allow me if I can to quote from Celebrity's official published policy.
Celebrity will not serve alcoholic beverages while a vessel is at sea to guests under 18 years of age. In port the minumum drinking age is 18 or 21 in accordance with local legal age limitations. No alcoholic beverages may be purchased ashore for consumtion on board.
This is the latest quote from Celebrity that I can find and is from a June 2001 brochure. I noticed that there is no mention of wine even though it has been long-standing tradition on cruiseships that people have been allowed to bring on wine for personal consumption in thier cabin or at dinner. At dinner there is a corkage fee usually charged but I do not know what celebrities current fee is if any. People often do bring soda and water onboard with them and I don't know of anyone that has had it taken from them. Some people also pack alcoholic beverages in thier checked luggage for personal consumption, (hopefully always in their cabin), but should it be siezed and held until you disembark if discovered you have been considered notified by their published statement. What you end up doing is strictly up to you but it is my belief that the prices of drinks are well within reason and I always purchase mine from the bar when I choose to have one, besides, some are really good and I like having them served to me while laying on deck. <G>