Alcohol is very expensive on the islands, even from the liquor stores. You can expect to pay approximately twice as much in the liquor stores as you would at stores in the United States, however it is still the cheapest way to purchase alcohol.
Typical drink prices in bars and clubs range from $4-$7 CI $5-$8.75 US.
Liquor stores close at 7PM, and are closed on Sundays.
Visitors flying into the Cayman Islands are able to bring either 1 bottle of duty free spirits, 4 bottles of wine or champagne, or 1 12 pack of beer per person 18 years of age or older. Exceeding this duty allowance will result in substantial taxation to the excess items.
You will of course want to check out some of the local drinking establishments.