By law, no dealer can deny a warranty claim unless they dealer can prove, without a doubt, that the aftermarket part actually CAUSED the problem. The law passed about this is called the Magnuson Moss Warranty Act, which protects consumers against dealers who deny warranty service due to aftermarket mods.
I sell aftermarket parts for certain cars from Acura, Nissan, and Infiniti, and in our 4 years of business, we haven't had a customer inform us of any issues. Granted we don't do the installs, we just sell and ship the parts, so that could be why.
Feel free to visit SEMA's page dedicated to this for more reading...
Enjoy The Drive -- Your Car and The Law
However, in the end it comes down to your dealer like CO-Jeff said, so the best advice is to talk to the service manager and see what their opinion is on aftermarket mods. If they give you a hard time, find another dealer. If none of them are "mod" friendly, then you need to decide if you want to mod the car anyway, and bring up the Magnuson Moss Act when necessary.... but be advised you'll probably be fighting every warranty repair with your dealer...