For getting wine to San Diego, you can either bring it with you as checked baggage or ship it to your hotel. In either case, of course, you'd want a wine shipping box, which most wine merchants keep on hand. We have checked a case of wine several times when flying from Northern CA to San Diego, and I kinda prefer that method, as the wine stays with us as we travel.
To get the wine on board, if it's in a shipping container, it's safe to let Holland America get it to your cabin. On the morning of embarkation there will be a baggage pickup in the blues cruise hotel (the Holiday Inn), so all you need to do is get the wine and your other bags down to the pickup room. Be sure to hand-carry precious stuff, cameras, computers, etc.
See you on board!!