I'm all for bringing my own drinks and snacks into the cinema, but alas, I was caught once and severely browbeaten by an employee of the theatre (I think it was an usher) and haven't brought my own snacks since. My inner child boo-hooed herself to sleep that night and I've suffered PTSD ever since. Okay, kidding about the event causing PTSD but not about buying snacks at the concession stand.
Don't. Get. Caught.