Exhaust messing with engine is a huge stretch.

Either way, keep your OEM items in case your engine does go bang

No. Save your $$$. Most of those are written so the normal wear items aren't covered or they are reasons why not to cover it.

Don't get a Z, its a POS

Ext Warranty
 

Lots of thing to consider here. #1 - who is the warranty with. Nissan, or the dealership, or a third party. Third party I say no. Nissan, yes for $1400. BUT, These prices CAN be negotiated !! I just bought a 2014 new, and the Nissan dealer went from $2520 to $1495 really quick. 3 additional years Nissan.
Also, the previous Z, (2012) purchased from a Nissan dealer used, came with a "Certified Warranty" from Nissan for a period of 84 months from the original date of sale. This was a big plus on buying the car. And I read these warranties carefully, and they are okay. I have never read any good reviews on third party warranties.
Just my 2 cents.

The wear and tear items are the cheapest though...

i don't see why an exhaust would void a warranty?

You can do whatever you want behind the cats and keep your warranty. If you alter the manifolds or catalytic converters, then your powertrain warranty will be voided.

Long version (and maybe a little overly stated):
When you modify an exhaust or intake to be less restrictive, you cause the engine to run leaner (and hotter). The wide band O2 sensors will adjust the ECU to accommodate for this a little but a retune really is needed or you could ruin an engine. The dealer and factory rep is going to look for a reason to deny any "big ticket" warranty repairs.

Not speaking of Nissan but my personal experience with Harley-Davidson: If a bike comes in for an oil change or whatever and the mechanic notices a non Harley modification, the dealer can "flag" the bikes VIN and it can be denied specific warranty repairs in the future. Now the Magnuson-Moss warranty act does protect you because it requires the modification to be directly associated with the problem.

Thanks for the quick educational lesson, didn't know that :D and of course the dealer would try to find the smallest thing so they don't have to pay, bastards... i already have my exhaust on now and getting the intake put on this weekend and i wasn't thinking of getting it retuned, but i guess i need to now lol

If, after the exhaust and intake mods, everything seems to run okay, there is a cheap way to tell if you're running too lean. Warm up the car, Run it hard for about a mile, shut it down & coast to a safe stop, immediately remove a spark plug and check its' insulator color. Black is too rich, white is too lean, and tan is what you want to see. If it's white, get it tuned immediately.

For what it's worth
Not to justify the cost of a tune but it involves a lot more than just getting the air/fuel ratio to a stoich AFR(about 12.7 AFR for 91+ octane fuel in a naturally aspirated engine). It also involves timing, spark knock retarding, cold cranking enrichment, acceleration enrichment, and deceleration enleanment to name a few. The AFR is adjusted for each cell in a table of throttle positions against engine RPM's. This is done for each cylinder too. The dyno technician really needs to know his stuff and will still take over a dozen wide open throttle runs even with todays computer assisted tuning software. Also, get a copy of the tune or "map" on a thumb drive & keep it. It'll save you some money if you ever need to reflash your ECU.

i'll be going to z1 motorsports, everyone seems to agree they are well trusted, but i will ask for that when i go and see them.

is this the general rule for every car or just the Z's? i had a rsx-s before with some bolt on and never did a tune on it or anything and it went fine for the time i had it.

Just general for ECU controlled gas engines. Older carbureted engines were adjusted with modifications to the carb jets.

More worthless info
Most all water cooled engines (cars and bikes) have wide band O2 sensors and they do a decent job of telling the ECU to up the fuel with minor exhaust and intake mods. (A water cooled engine has a narrow band of engine temperature and can use a wide band O2 sensor.) They still need adjustments to their "map" (or tune) for timing, etc. to get the maximum horsepower. ("map" should not be confused with "MAP" or "Manifold Absolute Pressure" which is another factor the dyno tech has to deal with.)
Air cooled motorcycle engines have a very broad band of operating temperature and most use a narrow band O2 sensor. A tune is almost always needed with even small air flow mods. I've closely followed Harley Davidsons' transition to water cooled engines on their touring bikes and believe it was an inevitable move by HD. With stricter EPA restrictions looming, it was the only route.

This is false. An exhaust doesn't blow an engine. They would lose in court. They may give you **** about it, but if you stick to your guns I would say its not a problem generally. I know a lot of people with STis (my previous car) that have had an engine blow with an exhaust and it was covered.

Also, a tune is much more likely to get you claim denied than an exhaust.

I only have 6,800 miles on my Z and it's at Nissan getting a new engine dropped in so...