they aren't supposed to deny warranty coverage for an item unless you "modified something inline".
brake calipers and you put stainless lines on
blown motor and you installed a supercharger or messed with the tune
if we are talking intake, exhaust, some suspension stuff and the A/C went out.. then unless they are the lamest dealer ever.. you shouldn't have a problem. my service manager is kind of a schmuck but when i bring it in for maint service the techs see the exhaust and intake and don't say anything