We do this sometimes. If we are traveling to a place known for terrible wine at very high prices we will bring some of our own. You can often bring one or two bottles each into a foreign country.

We once took a family trip to the One & Only Ocean Club (Bahamas) with several kids and teenagers. A trip to the grocery store was an absolute necessity! Even if we wanted to spend that kind of money for soda, we could never keep all those mini bars properly stocked.