I have not grieved as it was not a loss. Sobriety is the single most amazing gift I have ever gotten - and I work really hard at it. I say work, because my plan is detailed, specific and repetitive as well as challenging, so by work I mean action.
I realize that I am fortunate in this regard. I honestly cannot think of one single thing reason or aspect that make alcohol worth grieving, emotionally, psychologically or otherwise.
Berrybean has wise words, which I agree with as usual - AA is my way, as well.
Emotions of anger, guilt, sadness and - grief - come up, of course. Past - must be dealt with (I have done step 4 and 5, and greatly believe in living and continued amends, made much easier to do now that I am sober) and in an ongoing sense as things happen in the present. I "cannot change the past, nor do I shut the door on it." Alcohol had the role it did in my life; it no longer does.
But grief for alcohol? Never.