Not to continually beat a dead horse, but I think part of this is also about knowing your kids, and what they're likely to be OK with vs. what could be a problem for them. Two admittedly anecdotal pieces of evidence from my life:
Story 1: When I turned 18 years old, my older brother bought me a corncob pipe and some tobacco and we had a smoke together, a sort of coming-of-age ritual. At the time he gave me a very sensible speech, something along the lines of, "This thing is fun to do sometimes, but it can be dangerous if you do it too much, and it can be addictive. Don't be stupid with it." I'm now 31, and I smoke occasionally (pipes and cigars), but I've never had anything like a habit--I'll smoke maybe once every 1-2 months, and I don't miss it or even think much about it in between.
When our younger brother (ten years younger than me) turned 18, I bought him a pipe and some tobacco, and gave him the same speech our older brother had given me. However, my little brother, to my dismay, really got into smoking quite heavily, and is now smoking cigarettes regularly and dipping as well. He swears up and down that he's not addicted and can quit whenever he feels like it, but it's pretty clear that to me that he's got an issue. I feel pretty sh*tty about this since I'm the one who "initiated" him in the habit, even though I stressed to him (several times now) the dangers inherent in abusing tobacco and the risk of becoming dependent on it.
Story 2: I have two sons, ages 6 (almost 7) and 8. I'm sure I could give my older son alcohol and he would have no problem with it. He helps out with brewing and is interested in the process, but doesn't like the smell of the results. With my younger son, on the other hand, I am concerned about giving him a sample of my beers. He is fascinated with growing up and being an adult, doing the things that adults do. He gets upset because he can't stay up as late as we do, he doesn't understand why Daddy can say some words that he can't say (like "stupid"--I try to minimize the cursing around the little guys), and he really wants to drink alcohol. And he's very interested in the idea of what it's like to be "drunk". This is probably because we just finished reading Treasure Island where many of the characters have, ahem, a negative relationship with alcohol. He jokes about feeling drunk and talks about how he wants to get drunk, in spite of his mom's and my attempts to explain that when people get drunk they (a) usually do stupid stuff that they regret later and (b) end up getting horribly sick afterwards. And it's not just with alcohol where I can see these tendencies in my younger son--he is always wanting to take medicine, even to the point of making his mom and I think that he's sick so we'll give him some.
If I only had my older son I wouldn't hesitate to give him an occasional taste of my drinks. As it is, I don't allow either of them to try it, because I don't want to have a double standard, but I also don't want my younger son to get the idea that it's fun and exciting to drink whenever you can get your hands on the stuff, like the way he apparently feels about cough medicine. I will probably allow them to drink limited quantities under my supervision at home when they're older (like 14 or 15), but for now it's off limits.
But my point with both of these stories is that much depends on you children's personalities. I could give my younger son alcohol right now and maybe it would remove the mystery, but maybe it would just make him like it more and make him more prone to drinking more of it in the future when he's out with friends, since "it's no big deal, I drink at home all the time." Maybe my little brother would have taken up smoking all by himself, but my attempt to share some brotherly bonding the way that our older brother did with me didn't work out that way. What had worked for me (it taught me that tobacco was something to be enjoyed but also respected for the potential harm that it could cause) didn't work for him. And I think the same is probably true with kids and alcohol. For some, being introduced to it at a young age might be the way to keep them from fetishizing it when they're older. For others, doing so might make them more prone to abusing it later on in life.
I should also mention that there's a pretty serious history of alcoholism in my family, as my grandfather and uncle on my mom's side and grandfather, grandmother, father and two uncles on my dad's side were all (or are now) legendary drunks. It's something I've always been VERY aware of with respect to my own consumption, but thankfully I think that gene skipped me. But with regard to my kids, I'm also very aware that either or both of them may have some degree of predisposition, which makes the whole issue more complex as well.
Anyway, those are my thoughts on the subject.