You are going on a cruise, but you are a cheapskate who is concerned about the price of alcohol.

While the food on board is usually "eat as much as you like," cruise lines overcharge alcohol, telephone, internet, excursions and other "extras." It is therefore tempting to bring your own supply when going on a cruise holiday. It can´t hurt to bring a bottle or two back to the ship after a stop over, right?

- We will keep this bottle for you, Sir.
Wrong, cruise lines protect their profits and you will have to go through a security check before embarking the ship, if any irregularities are discovered the cruise line will usually offer to keep your drinks until you reach your final port of call.

So, what is a cheapskate gonna do?

Put it in the checked luggage
Fill your drinks in water bottles (to avoid breaking the glass) and put them in the checked luggage. They don't check every piece of luggage - too many people to get through in way too little time.

The water bottle
So, you have been on an excursion from the boat and bought something in the local shop. It is time for the water bottle trick: Put whatever you want to take onboard in 1-litre water bottle in your carry-on. Be discreet: Do not pour it in front of any staff.

Mouth wash
The water bottle trick is the oldest one in the book and you may get an eager security person who would like to smell your water if he/she suspects it is alcohol. If you put it in a mouth wash bottle instead it will be less suspicious and the smell will not be unreasonable if someone would like to smell it.

The water bottle and pack of condoms distraction
This tip is from a very creative woman:

"Yes, I am a bad, bad girl. It became a game for all of us to see who was successful. The ship security would confiscate any alcohol found in your luggage or carry-on's...they make a lot of money off of overcharging for drinks on board. Hard alcohol is easier to smuggle than beer or wine (looks clear, less odor). I had the winning smuggle combination. Take a large saline solution bottle with you off of the ship and leave a large empty water bottle in your room. On land, buy a small bottle of vodka, pry off the top of the saline solution bottle with a nail file and fill it with vodka. Put cap back on. Buy a regular bottle of water on land but only drink a little bit of it. Pack it all in with your gear when you return to the ship.

When you go through security, they will focus on the bottle of water because that is how EVERYONE ELSE tries to smuggle. They will sniff the water and may pour a bit out to taste it! Well, you've got just water so they will wave you on through. Empty your saline solution bottle into your "collection bottle" in the room and use the punch, OJ, etc. provided in the dining area (ours was open 24/7) to mix drinks. Salut! Repeat as many times as necessary.

If you are very partial to rum, etc., buy little airplane bottles (make sure you DON'T open them before smuggling them) and hide them in deep pockets of clothes you have on or...ahem...the cleavage of a sports bra works well. If you are REALLY nervous about the saline solution thing, um....throw a box of condoms in the same bag as the saline solution bottle, preferably on TOP of the bottle so security hits these first. And make sure to get in line with the youngest, shyest looking security guard. I have never seen security close my bag so fast."

Sources
Ask Metafilter: Cruise tips
Cruise Critic: Alcohol on board