Drop-in filter, Ford approved and installed Mountune parts, driver mod. Outside of that it's dealership-dependent. Some will throw a fit and deny work for anything while others will turn a build-eye to Stage 3. Even if the dealership looks the other way there is always the possibility of Ford turning down the claim based on information presented to them about the claim from the dealership.
And to clarify something, you always have a warranty within your mileage/yearly limits. What you 'lose' is dependent on what you modify. For example, just having the AP3 installed can void pretty much everything drivetrain related but if your MFT stops working it will still be covered. Replace your shift knob and then window your block and you're going to be ok getting a new block under warranty.
If warranty is your concern then either pay the extra money for Mountune or don't mod until you're out of your warranty period. Anything other than that is a risk and should be decided accordingly.