We just flew a week ago, and we were not allowed through security with full sippy cups, but we were allowed to purchase milk and fill the cups before boarding the plane. I've never been able to get milk on a flight, so I usually purchase it while we're waiting to board the plane.
In regards to the type of sippy cups, there was a person behind us in security that had one that light up, and security took it. They said with the way the wires looked in the cup, they couldn't let it on the plane.
We used sippy cups I purchased at Wal*Mart, I think they were called carry & toss? They had princesses on them, a pack of four for maybe $3.