I don't know about the radio's as I've never tried, but I was on a cruise this past summer. They do have some security, although I found it nothing like what I expected. Yes they have metal detectors, but only at the ports in the US. If you dock and go landside for a day, there's usually nothing more than a boarding ramp to get back on. Carry whatever you (reasonably) want, just make sure you place it in your "checked" luggage. You can pick it up again when your luggage is delivered to your room.
If you call the cruise line they will be happy to tell you everything you need to know. You could also probably check their website.
As for the drinking, I would just advise not to drink anything that you didn't see get opened. Good advice for tavel abroad no matter where you're going.
Luke