I always travel with a few beers in my roomette. A small, collapsible cooler is surely the best type for this. I do this mainly to save a few bucks, but also because the beer selection in the cafe car is usually pretty lame, consisting of Budweiser, Corona, Heineken, and sometimes Sierra Nevada or Sam Adams. At $5 to $7 a can, it can really add up if you plan on having several throughout your trip. It also saves you several trips down to the cafe car as well.
I usually bring several cans from home when I take a long distance train.
Also, I wouldn't count on being able to get ice in the sleeper car. Sometimes the attendant will set up a cooler with ice in it at the beverage station where the coffee maker is, or sometimes they put a cooler on the seat of an empty roomette. But on some trains, the attendants won't provide ice, and will tell you it's against "regulations".
It's different on every train it seems.
I usually get ice at the lounge in my departing station, usually NY Penn, or Chicago Union Station.
Cheers!