They definitely let you take drinks back to your seat. However, at this theatre, instead of the safe souvenir sippy-cup, they put the wine in an actual glass. With a stem. I was such a wreck worrying about spilling (and applauding...) during the first act that I didn't get a refill at intermission. It seems like a nice, adult, classy move, but it's really not practical.
The show was fabulous. The theatre is beautiful.