Question 1: Are you legally allowed to serve yourself alcohol which you brought on board a flight on DL (or any other carrier originating in the US)?
Answer: No.
Question 2: Are you legally allowed to pack airline-size bottles (or any other container with volume =< 3 oz) of alcoholic beverages into a 1 Qt ziplock baggie and bring them in your carry-on luggage?
Answer: YES; subject to the same limits as any other liquids.
There was a thread about Question 2 in the TS&S forum; one of the posters stated that he had brought as many as 10 airline bottles in his ziplock before.
What you do with the bottles in your carry-on luggage is your business (practically; not legally), as long as you keep it private. I have seen multiple pax "spice up" their beverages midflight with booze from their carry-on luggage.
ETA: Question 3: Can one just purchase a bottle of liquor duty-free and drink it on board?
Answer: Again, possible but quite illegal - and harder to get away with; how would one explain the open bottle at the destination? Or does one plan to drink the whole 700 ml bottle in-flight?