The rules surrounding alcohol in this state are beyond ridiculous.
"Beer may only be purchased from a restaurant, bar, licensed beer store, or distributor. Beer distributors mainly sell cases and kegs of beer, not smaller volumes of beer such as six packs. Six and twelve packs, along with individual bottles such as 40 ounce or 24 ounce beers, are sold at bars, restaurants, and licensed retailers. A consumer is limited to 192[1] ounces of beer per purchase. For larger quantities one must go to a beverage distributor which sells beer only by the case or keg. Beverage distributors (which also sell soft drinks) may sell beer and malt liquor, but not wine or hard liquor. Unlike the Wine and Spirits shops, people under 21 may enter most beverage distributors without an adult, subject to the rules of the individual establishment."
Basically, you can't goto the Stop-n-Shop and get a forty at 1am. As long as you plan ahead, you can have a good night. Else, you're dropping $$$ at a bar.