I used to do this a fair bit in F before the liquids ban, and enjoyed a few half bottles of Pichon Baron and Yquem as a result. I thought by them only being half bottles I'd be seen as not being a p!sshead. Whether that bit worked or not I don't know.
I always ask the crew if they would mind opening and serving it to me, and I am always ready for a "No". This is key, there is no point in embarrassing yourself.
On AA the crew used to ask the captain (or so they said), who always said "Yes". VS J have been OK with it too, but it's been some time since I last tried.
Since the liquid ban, I only bother taking dessert wine onboard on airlines that don't serve it, like SQ or CX. On SQ the crew ask further up the chain but it has been OK in my experience. On CX, I had an immediate "No" so I've never bothered to ask since.
I don't bother with BYOB on BA, as the stuff in F is pretty darned good, albeit usually rubbish for food pairing with the flight's menu, which is a bit silly as the menus in F these days combine wine and food in the same booklet, so you'd have hoped they might've thought about it. (I have yet to sample A380 F, fixing that next week though).
What I do these days however is bring on my own stemware. The thimble glasses are rubbish for getting your olfactory senses going, and to me it's a shocking waste on BA F to be drinking that grog like that. The crew quite often overfill the tiny glasses too.
So I bring on one of these:
http://www.amazon.co.uk/Riedel-To-Re...414%2F0+riedel
Pint of wine anyone?