Do you always have to you use nie with nigdy? So what does it sound if you just say "nigdy pijemy"? You know that in english you cannot make a double negation. For example it's wrong if you say, I don't never drink. So in Polish you should use double negation? Dziękuje bardzo! :)
That's the common mistake Polish people make when speaking English (they still use the double negation). In Polish, it is necessary to use it with words like "nigdy", "nikt", etc.
A funny thing, the negations can go infinitely. There's a legendary Polish sentence, probably impossible to be translated: Nikt nigdy nie zrobił niczego niepotrzebnego. (Literally: Nobody never didn't do nothing unuseful. Ouch, my head.).