Bring what you want, as much as you want. You just have to carry it on the ship with you, so just remember that. If you arrive early to the port, you could be lugging it all around until 1-1:30 when your stateroom becomes ready. If you see how they handle luggage in the port and on the ship, you won't want to pack ANYTHING breakable or spill-able in your checked bags (and I don't want my luggage anywhere near yours if you do).

If you want to have a glass of your own wine at an MDR, you will pay the corkage fee (even though sometimes they may not charge you, you must expect that they will). Even if you open it in your room and bring it open, or it is a screw top bottle, you will still be charged the fee ('corkage' is really not the best description of the charge). If you purchased the bottle while on board, you won't be charged. This includes bottles purchased in a wine package, by winning a prize, or received as a gift.

For enjoying wine in your stateroom, just let your steward know that you need a corker and glasses. They typically have a little kit already made for this.

We plan on bringing some liquor that we can mix with the included drinks on deck (sodas, juice). We aren't huge beer or wine drinkers.