Warranty - Yeh have a word with whomever is in charge of the warranty claims section at your dealer, Ive had a word with the guy at my local dealer whom Ive ordered the car from and hes ok with my planned mods which are either air filter or induction kit, cat-back exhaust and clear bulbs, clear rear lights. However I believe they wouldnt be too happy about changing the CAT as well. He said stuff like 17"s and lowered is also ok although you then cant claim on track rod ends, wheel bearings etc
Insurance - Just inform them, might only be an admin fee of £20, Im off with Norwich Union who have a points scheme where for example an air filter is 1 point, exhaust 2 pts etc - Upto so many pts your premium will not change