Does intelligence cause greater alcohol consumption?
This is just the beginning of an answer, based on what I've read so far. I'm very keen to read other answers.

Resnick et al (1997)

@Yannis Rizos has pointed me to the article by Resnick et al (1997) based on the National Longitudinal Study of Adolescent Health.
The article reports data on 12118 adolescents drawn from grades 7 through 12.

The results suggested that "individual characteristics explained 7% of the variability in frequency of alcohol use". The only variable mentioned related to intelligence was lower grade point average. Specifically, lower grade point average was related to more frequent alcohol use. If anything, this suggests that the relationship between intelligence and alcohol use is negative. This result is obtained as part of a regression model controlling for some demographic factors. The bivariate relationship without covariates is not reported.

Of course, there are many limitations. First, this study concerns adolescent drinking, which may be a quite different phenomena to adult drinking. Second, while GPA correlates highly with intelligence, it is not intelligence.

References


Resnick, M.D., Bearman, P.S., Blum, R.W., Bauman, K.E., Harris, K.M., Jones, J., Tabor, J., Beuhring, T., Sieving, R.E., Shew, M. &amp; others (1997). Protecting adolescents from harm. JAMA: the journal of the American Medical Association, 278, 823-832. PDF