If you suffer from peer pressure as an adult then you seriously need to question yourself IMO 
Anyway, to answer the original question - my friend and I first got drunk at 15, after hours, in her parents's pub, under their supervision.
Sounds terrible now but it did neither of us any lasting harm and they were there to look out for us. My other friend, whose parents were ultra-strict had 2 kids before the age of 19 and is what you might call "a bit of a lush" - it seemed to be a symptom of beng denied everything and not being trusted.
I suppose what I'm saying is that it depends on the kid. We also need to take some of the mystique out of booze so if the adult present can be relied upon to limit what's available then it might actually be a good thing.