(I enjoy a weekend drink myself and it's kinda a normal thing in my family, so I'm only going to mention those who actually drink a lot lol because most of my characters drink alcohol to some extent.)
Katsu is a heavy smoker, but will only drink if he's been forcibly kicked off-duty by Keane and made to take some time off (usually around New Years).
Keane enjoys his 'Irish Coffee' at all times of day. He's a huge drinker of whiskey in general, and he holds his liquor infuriatingly well. He likes to drink with clients and colleagues. If he's trying to put a rival off-balance, he will often out-drink them while they're conversing so that they feel foolish or let their tongue slip. He's very good at mixing drinks so that the taste remains largely unnoticeable, and his favorite activity is to spike any public beverage that's lying around HQ and watch the chaos that ensues when his underlings get tipsy.
Shenn is undead, but he gets a little buzz when he drinks enough, so he drinks a lot when doesn't need to be alert and ready for conflict. The poor guy just wants to enjoy a moment where he isn't hurting. He's a sleepy/relaxed drunk, though, so it's alright. He generally prefers sweet drinks, and likes a warm, calm atmosphere where he can listen to other peoples' voices and tune out his own issues for awhile.