Creating splash shots in the studio can be one of the most frustrating and rewarding shoots a photographer can take on. Not only do you have to set up the lights absolutely perfectly, but you have to either have an assistant who you are very much in sync with, or be a genius with a shutter release. You also have to be ready for a lot of mess, and a lot of photographs that will never see the light of day, but are great for a blooper reel.
For these shots, the glasses (filled with water, not alcohol), were set up about three feet directly in front of a 3x4 softbox, with black foamcore cards clipped to either side to create the black rim on the glass and the water. Right above the glass was another softbox, this time a 2x2.
Since I was shooting with strobes, I put my ISO at 100, and my shutter speed as fast as I could make it without seeing the sensor curtain (on my Rebel it was 1/200th of a second, on my 6D it would be 1/160th). I set up my camera about ten feet from the glass and used a 300mm lens. My aperture was at f/14, to make sure everything that came out of the glass was completely sharp. I zoomed in so the glass filled the frame, leaving room for whatever splashes might happen, and accounting for the black cards on the softbox.
It took a few (horribly bad) test shots before my assistant and I got our rhythms connected. I would count down and he would throw the fruit from a few feet away (to maximize splashes!). Once we realized how cool the shots could look, we got creative by adding food coloring, and throwing the fruit before the color mixed with the water.