Like everyone said, no alcohol, no glass. They are picky about glass in the 4 big parks and EXTREMELY picky about glass in the water parks, as they should be.
They aren't supposed to let rolling coolers into the 4 parks, but every once in a while, someone gets through with one. I think they do let them into the waterarks, though, because I see them there more often. I think the water parks have a "two wheels and no more" rule, but am not sure.