The cheapest, easiest way to get liquor and cigarettes is to walk out the front door and get on the bus for fifty cents US. take it to Walmart and La Europea Liquors is right across the street. They are two of the cheapest places to buy in Cancun. You can get your sun products while you're at it. It's also a good cultural experience. It's 10 minutes in the bus so you figure how long it takes. If it's to complicated for you I'll do it for anyone there for$20.
How do you pack it in your checked bag? I was thinking of getting the little TSA approved plastic bottles and putting it in there. I just don't want the bottle to break, even though we know the luggage handlers are all OH SO CAREFUL with everyone's bags.