First, check out the Bon Voyage list on celebrity.com. Those are the basic wines which may be pre-ordered. However, the wine list is more extensive than that. Actually saw one on-line, but don't have a link. Celebrity has the right to refuse you bringing on a "case" of wine! It is right in the fine print. A bottle or two should be no problem in your cary-on. Many people do bring a lot more however.
There are many good wines in the $30 to $50 range on celebrity ships. In fact there are several good wines that are cheaper than that. We bought a bottle with each evening meal, and they were great! Be sure to go to the free wine tasteing class onboard ship the first day or two. Read the daily activity schedule that is on your bed in the evening at "turn down." You get to taste 5 or 6 new wines, and then you will have a referrence for ordering from the ships wine list. If you are just getting into wine, never pass up a free wine tasteing!!!! You never know when you will run across a great one! Also, good wine doesn't have to be expensive! There are MANY good wines for under $10. Happy hunting!