Its not worth the trouble in A school / NNPS. Its possible to have alcohol in the room if all room mates are over 21 but be warned that the instant someone under 21 is caught drinking in your room; you'll probably be on the other side of a green covered table from the CO. I would lock it up if you wanted to keep some wine around.
Now in NNPTU you are out on your own and no more surprise barracks inspections.
At your first command, they normally put 21+ together in rooms but if they don't it for whatever reason, you're not allowed to have alcohol in the same room.
Side story... I had the barracks room to myself for almost a year out in Pearl. We arrived back from deployment and I was eager to crash in my room. After shutting down I speed walk to the barracks (only good thing about the barracks was the quick 2 min walk to work) to discover they put a new guy in my room. Talk about being pissed. Furthermore, he was under 21 so the barracks Nazis took my beer and bottle of whiskey out of the room. Needless to say they didn't have my stuff when I talked to the barracks POs.
Anyway, unless you're out on your own the military hammer can still fall on you. Just be smart about it.