I put a liter of Bacardi rum sold in a plastic container into my checked bag when I boarded the ship in Miami.
We brought 2 bottles of wine in our carry-on. No one questioned these as they were scanned by x-ray. My sister and her husband did the same the following week (liquor in suitcase and wine in carry-on). They did have a look at my sister's wine, but she felt it was because it was quite a large bottle. No one, however, made any effort to prevent her from bringing it on board.
The waiters charged us no corkage fee for serving us our own wine with dinner. As with dining-room purchased wine, they kept our white wine on ice. They would also keep our unused portions of wine from one meal to the next.
When you arrive at your ship with your luggage, you leave your luggage on land. It's a bit of a nerve-wracking process because those left in charge of your luggage are sometimes a bit unsavoury looking. The only luggage you carry yourself onto the ship is a carry-on, etc.
At some later point, your luggage appears outside your cabin. My luggage has always appeared in good time, in great condition.