Reserve abstemious for someone who exercises restraint, especially with regard to alcohol. A rock musician may sing about enjoying wine and women, but in his private life he may be abstemious.
You might get the idea that abstemious is a relative of abstain with a change of consonant, but in fact the two words only share the abs- prefix, meaning "away." The -temious bit in this adjective is from Latin temetum, "intoxicating drink," so it came to refer to someone who keeps alcohol (or other temptations) at arm's length. This word has the vowels a, e, i, o and u in alphabetical order; the adverb abstemiously adds the y!