As far as alcohol, officially it is not permitted, execpt for some wine. That is not to say that lots of people don't smuggle it onboard. I used to, but found that it really wasn't worth the hassle. RCCL allows you to buy on board duty free, and pay a room charge to take it with you. Of course it depends on your brand, but you can get things Absolut two bottles for 19 bucks, and there are other brands at good prices too.
Do a search of the RCCL message board and you will find plenty of advice on the subject.