I don't drink when I play - I know I'll make stupid decisions.
If I want to drink a lot, then I might just sit at the penny slots for a while and drink up there. At least I'm mitigating my losses there.
But in general, I'll play, hopefully make money, and then go to one of the handful of bars in Vegas that will give me a few drinks for free (the joys of being a frequent visitor to Vegas).