He definitely drinks wine in "Any Old Port."
In "A Friend In Deed" he admits that he got drunk at a police function.
He's offered bourbon by both Ken Franklin and Ray Fleming, and I want to say he definitely drinks it, but I'm not sure.
I know he calls Goldie in "Blueprint" by her name from the moment she tells him to.
He also drinks wine at the last supper with Paul Gerard in Murder Under Glass. He accepts a beer from Cooper in Columbo Goes to College, but I don't remember if he actually takes a drink of it, and he said something about drinking a warm beer in Any Old Port.
In one of the more famous scenes (especially for Michael Lally fans) of the series, Columbo takes a beer from the fridge of Michael Lally ("one of the top wire acts in Europe"), pops it open and takes a sip while discussing The Great Santini in "Now You See Him".