although i have never actually drank it on the plane, i have traveled many times (domestically) with a large bottle of crown or kettle in my back pack for consumption with friends at the hotel when we meet up for foothball weekends. its never been a problem at security.
I know CO's only written policy (i think its a FAA) is that any alcohol consumed on board must be "served" by a FA, not neccessarily supplied.
not sure what DL policy is?