ya had to bring that up didn't ya? If you swap out to a 96 catless headpipe and run into problems you can swap back. if you remove the cat you automatically void the warranty on the exhaust, if you have motor problems that can be related to the modified exhaust then again yes.
I have been catless for a year now and have have my SERG in for warranty work without any issues, they don't even noe I did it, or the Fullsacs, or the mastertune.
It helps if you know what to do before you take it in, and know what the dealers needs to do to it when he has it. they don't go in and try and find anything that will let HD off the hook. most items require only Digital technician to be hooked up and that won't see a catless headpipe, or a Mastertune.
this question has been asked many many times, and you'll get many answers/opinions.
If you have spare time, look up Magnusson/Moss act