In our experience in a PS, our steward would have a bottle of wine delivered to our suite everyday if we wanted it. When it became too much, we would store it in our luggage for our circuitous trip home. Again, in our experience, the first few days we received the wine we liked which wasn't house wine -- usually a Chianti or a Merlot. But towards the end of the cruise, we were receiving an okay house wine, which wasn't worth storing in our luggage to be honest.
If you are talking about room service delivering bottles of wine to your suite, we've never done that. But I will say, that if you have the SSBP you can walk down the hall and get some nice glasses of wine from the Explorer's Lounge which is what we often do. If you don't have the SSBP then you can put it on your bill.
Yes, you can take a bottle of wine wherever, whether it is something you brought on board, or something your steward left in your room, it is free corkage.
Enjoy!