Another cheap booze tip (besides "move to England") is cider! Especially in the summer. It's often cheaper and stronger than beer.
As other have said, I feel like "frequent restaurants with BYO policies" is probably a better tip than "sneak booze into bars" because it's just super-rude. (I feel like non-booze-serving places is a bit of a grey area. I don't do it often but I definitely have done this at movie theatres.)