It depends on the dealer. My dealer is mod-friendly. However, in order to make sure that the Mod's are correctly done, the dealer wants to install everything, and any mod you do has to be street legal.
Even if I can get my dealer to install aftermarket equipment, if any warrentee issues come up, extra consideration is taken to determine if the mods are involved, and you have to be prepared for warrentee coverage to be denied.
My dealer is an autherized Cobb Tuning installer, so the minute the Stage1 kit is available (i.e CARB approved) it's on my WRX.