advice would be dated. Someone will chime in about best bars I used to play in a band and knew all the bars in the early 70s. I am sure The Castile and The Crows Nest are long gone.

General info. You need to be 21 to enter a bar even if just to eat.

Some restaurants have liquor by the drink licenses and can serve mini bottles. There is a ritual about going to a separate area in the restaurant to buy it and rules about who pours it. Rules might be slightly different now

Grocery stores and convenience stores sell 3.2% alcohol beer, iirc. They cannot sell hard liquor or wine

For that - you can:

Go to a State Liquor Store
Go to a private club and bring your bottle or join and maybe use their private stock. These rules likely changed a bit.

Or go to a Bar with a liquor license.

BYU fans will be loud. Usually not obscene. Maybe corny. Maybe annoying. Mild taunting. Not likely to fist fight. And stone cold sober.

They would toss you in an instant if they caught you smuggling a drink in.

No smoking.

Family atmosphere. Cussing offends.

Comraderie in your corner is fun - but mediocre seats. You could survive sitting in a BYU section.

For restaurants and hotels - east anywhere and south either side are generally the safest.