I think the brewing process as well as the alcohol would kill any bad germies in the beer! In Margaritas, your only concern would be the ice, but in Cozumel, as many have already posted, most of the establishments that cater to tourists use purified water for their ice. As for the bottled water, I don't think you need to bring your own. Once again, just look to be sure it's purified. Even if you don't go on a
DCL sponsored excursion, if you stick to the main tourist areas, you're going to be fine. Not sure if you've been to COZ before, but I'll tell you, it's not what most people seem to think. Where the ship docks is a serious tourist trap kind of area, you could be anywhere in the US! There is actually a brand new shopping mall right at the port and then shop after shop, restaurants, bars, etc... all along the shore. My DH said to him it was just like Ft. Lauderdale but with Mexican decor!
BTW - on GC, everything that was served on our excursion (nt DCL sponsored) was bottled or canned.
One more thing, there are lots of DCL excursions that can be done for a ton less money than they charge, so depending on your desire to strike out on your own, you could save a lot of $$ by booking independently.