Many airlines require liquor to be in a molded styrafoam thing to protect it. I never tell them I am carrying it, so they don't know. I carry wine all the time, I use a piece of 4" plastic drain pipe cut to 12 inches or so and slip the bottle in it. A 10 foot piece of pipe gets you 10 sleeves.

There are a bazillion and one threads on the various cruise forums about buying in Miami, and most of them just say to ask the cab driver to stop on the way to the port if you are taking a cab.