We packed our wine and booze in a suitcase. (with our snorkel gear, bathing suits etc. Stuff that could get "wet" if something broke.) It was delivered to our stateroom intact. The room steward said nothing about it even though it was in plain view. He kept the ice bucket full and we were able to walk to dinner with a glass of wine. They will confiscate it if they find it in a carry-on bag as you board the ship and return it at the end of the cruise.
They specifically state that you can bring wine with you and that there will be a corkage fee if you take it to the dining room and drink it there. They will not confiscate it, in reasonable amounts. The official may be something like 2 per person. If you are talking about hard liquor like whiskey, then yes, I think that is not permitted to go onboard. Not like the old days when people travelled with "liquor cabinets". In fact, we were given a gift years ago of one of these, which we have never taken anywhere, since we aren't hard liquor fans. We do enjoy the occasional martini or other some such, but want it prepared by the bartender and are happy to pay for it.
I feel we have the right, just like in a hotel, to drink any wine we want in our own stateroom.
we've never had a problem with wine and tend to bring about a dozen bottles on with us - one for each day and then some. Also never had a problem with soda and bottled water. Sometimes they'll confiscate "hard" liquor, sometimes they won't. It is against the law in San Juan for anyone (including Celebrity officials) to take your alcohol, so you can pretty well get on board with whatever you want.