First, the exhaust:
Stillen will be louder and provide more power than the Nismo, most likely. I have Nismo CBE, and it's not nearly as loud as the Stillen/Berk/FI/etc products.
From the dyno's of a stock Nismo, it certainly seems like it doesn't have the rwhp #'s of the Stillen/Berk/FI/etc products.
There are plenty of options out there for CBEs. Check out the new sticky in the exhaust/intake section written by Phelan,
the370z.com's Exhaust Quick Reference Guide. Good break down of some of the popular options out there, however it's still missing a few.
Intakes:
Nismo still hasn't released a CAI for the 370Z yet. The 09 Nismo's have the same stock instake systems as the base/touring models.
Stillen's G3 intake seem to be the best in terms of gains/sound, due to the ultra-long tube design, and requires removal of the front bumper to install/maintain (5-10 min process). Injen and other companies offer short ram designs that have decent gains, albeit less than Stillen's Gen 3.
Now, about the warranty. If one of your catalytic converters or new mufflers fail, the dealer will certainly be in the position to deny any warranty claim. Manufacturers and repair shops have their respective warranties on either the parts or labor, however.
Don't be confused with "voiding the warranty" talk. If you install an aftermarket CBE/HFC and your steering wheel breaks, you'll be just fine. The warranty issues only come up when it's the replaced part, or the related to the part that was replaced (O2 sensor with a HFC install).
The dealer will most likely not install aftermarket parts such as CBEs or Intakes, sometimes even if it's Nismo parts. Take it to a reputable repair shop near you, or check out one of the DIY write-ups for the specific product and try it yourself.