Any of them will affect your warranty if you have a complete failure, are not able to reset to factory tuning, and they catch it. People just like the "sneaky" aspect of it and the price ... but no, to date, BSR is the only company that offers this type of device for our cars.
Anything stage 3 or higher requires special tunes to accomodate the changed hardware. Reportedly, the car will not run right with the hardware changes and a "factory tune" ... so in order to "return to stock" (when using stage 3 or higher) you would need to swap out the hardware again ...
Stage 2 just adds a cat-back exhaust, I think, this should work fine with the factory tune and not have any impact on your warranty by itself.