Yeah, dealers suck when it comes to that. They may try and say because something is aftermarket, it voids the warranty. Almost always, this is bull. (of course, if you replace the exhaust with a Borla piece, and it rusts (wont happen, they also have a million mile warranty), then the dealer wont fix it, obviously).
Also, some serious gains can be made by a chip on a blown engine, but it will suck more gas. And try and make it easy to put the stock one back in for warranty work (factory equipment won't understand the new chip, and they won't be able to find problems.)