Sounds like the consensus is sample wines locally, carry a small stash of the good stuff, lay in substantial rum for the long haul. Yup, that works
You were not clear about your potential cruising routes so it is hard to be specific. For extended cruising you stock up where you can. If you are going to the Bahamas this means in the US, if you are going into the Pacific, Panama is wonderful.
US - most people have a sense of the prices so won't go into it; Bahamas and Caribbean are much (or much, much) more expensive.
Caribbean - you can generally get rum cheap in most places, duty-free is sometimes available; French Islands (Guadeloupe, Martinique, St Marten) have a wonderful selection of wine although it depends to be mainly better quality wines with an emphasis on heavier reds (Bordeauxs etc) and you won't see a Merlot anywhere; actually the shopping in St Marten is on the Dutch side since it is duty free and the French side isn't
Panama - we bought Chilean box wines for $2/l and they were drinkable and seemed not to change over many months (or perhaps our taste buds 'evolved'). Good rum was about $8/l
Papeete - only place in South Pacific with decent wine selection and reasonable (not cheap) prices; quite like French parts of Caribbean but a bit more pricey
Australia - excellent wine selection and prices as long as you stick to Aussie wines; beer is expensive, liqour is really expensive - rum is close to $50/l, even for the local stuff.
Anywhere else we went, we did not buy, either because of selection or price (often both)
When entering (~20) countries we were often asked for quantities of beer/wine/liquor and we had quite a bit but it was always accepted as 'ship stores' so never a problem. Conclusion, buy where you can and stock up. If you want to buy good wine, try a few bottles and see how they last - blige would be best since at least the temperature is constant.