The "drink-of-the-day" on deck, poolside is $6.95 (plus the 15%). This is usually rum punch. All refills are $4.95.
Most beers range from $3.50-$4.50
Glass of wine $4.95-$7.95 ($30 average bottle)
Is it more expensive than your local watering hole? Maybe. But then again most restaurants don't make their money on the food. It comes from the alcohol. And in this case the cruise lines have a monopoly.
Depending on where your ports are, do sample the local stuff. Local beer in St. Lucia and Antigua was $2.00 / bottle. Banana daquire was $4.00.
Best advice is: Get hammered on land and the next day while at sea, you won't want to drink anyway.
No, they won't throw you off the ship. There are a lot of people who smuggle their liquor on board in their checked luggage. If you do that, be sure and pack it very good. In ziplock bags and wrapped with clothes or bubble wrap.
Voyager of the Seas 5/03
Celebrity Solstice 2/09
Oasis of the Seas 10/16/10