The Wonder has a pretty good beer selection, in draft and bottle. The best place for mug refills is the pub (Crown and Finn). If you plan to hang there often, then a mug is a great investment. Azure is next to the pub and where they have most of the adult nightlife shows. Their draft selection is limited, but if you ask your server they can go to the pub and get you a beer. So, it is best to scout out the pub first to know what they have on tap. They have some taps (I think) in the Promenade Lounge, but I'm not sure I ever got a beer there. Worth checking out. Servers there might also go to the pub to get a selection, but probably depends on how busy they are. All of those are on deck 3 so it isn't far to walk yourself. The pool deck has some selections, but have no clue what. However, I doubt they will travel down to get you something because it is quite a trip.
There are a few threads on here about price comparisons and tipping point for the mug. Generally you get 5 oz free per beer with the current 21oz mug, so depending on the beer price (usually $6-10) it could be a good deal even if you don't want the mug.