In college, I just put airplane bottles in my socks. If they catch you, don't pitch a fit. Give them up and quietly go on in the stadium.
On a related note, did anyone else watch The Spots Reporters yesterday? They had a story about how Auburn and a few other schools have a system set up for folks to get help with annoyingly drunk fans. Apparently you just send a text to a certain number to tell where you are and who is annoying everyone. Then the security will spy on that person and kick them out if they get out of hand.
I thought it sounded like a good idea, since I've definitely had idiots beside me in the past. I once had a guy next to me spill an entire drink (coke and whiskey) on my wife's head, and then he just laughed about it.