Sneaking in your own food and drink is a definite must do. My only somewhat exceptions to this are the Nickelodeon (a local independent theater) and the Monetta Drive-In. I'll sneak a soda into the Nick, but only because I spend the bulk of my allotted concessions money on the great buckets of beer specials that they have. Monetta, while I do have to sneak in alcohol, is the last drive-in in SC so I cough up the extra cash to help keep it afloat.