On stage or in the studio, never. I just keep a water bottle handy.
But.. at some point, I'll privately
*listen* to stuff I've recorded with a few beers in me though. I can identify 'cheeziness' a whole lot better after a few drinks. It also gives me a better perspective on what the audience might be hearing. (Cause a majority of them are kinda hammered by the end of the night anyways)
Occasionally (and privately again) I'll have a six pack and go nuts for an hour playing to midi files.
I don't advocate alcoholism though.
Major reason why I don't have a beer sitting on my cabinet on stage is I can't stand the thought that some young teen out there might think it's cool to play in a band and get wasted. Besides, it's really unprofessional looking.