Aftermarket parts can only void a warrantee if the dealer can PROVE that the part caused the vehicle's malfunction. For the most part NO headers will not void a warrantee, but, there is no protection per se'.
Don't let some of those ignorant jerks at the service department misinform you. Some of them look for any reason possible to not fix your car. Unless you are doing major engine mods, you shouldn't worry about your warranty and even if you do major engine mods and something goes wrong, the still have to prove that your aftermarket part caused the damage.