2004HD,
I've got an '03 heritage injected bike, and had the same concerns as you have, and I understand your concern for not wanting to void the warranty. However, as you've read in the various posts, the dealer may feed you a line of crap and give you a hard time, but they can't void your warranty if you put on non H-D parts.
I decided to go with the Ness big sucker, V&H big shots, and the Power Commander, (all purchased from Direct Parts of course

)and I've been extremely pleased, no regrets.
I installed the pipes, A/C, Power Commander and downloaded the maps myself. By doing it yourself, you can save quite a bit on labor charges from the dealer, but more important, you learn about your bike and you know what has been done to it.
As ffflhtcui indicated, there are some poorly qualified techs at some dealerships. I was at a local dealer (Name withheld) when a guy pulled up on his brand new Ultra Classic that had just been in for the 1000 mile service. He was steamin' mad and started yelling at the service guys. I naturally had to scoot over to see what the action was. What had happened was that the tech had forgotten to screw the inspection cover back onto the primary. So this guys brand new bike was sitting there with oil running out of the open hole where the inspection cover should have been bolted. Luckily, he had not gotten too far down the road from the dealer when he noticed the problem. Anyway, the service mgr. yelled at the tech that did the service, then the tech who was now pissed off picked up a wrench in frustration and threw it at a wall. You could hear the wrench bounce around as it hit various things in the shop, and I was sure glad my bike wasn't in there.
Anyway, point of the story is: just because the guy is wearing a little H-D shirt doesn't make him an expert.
Back you your question at hand...First, find a dealer that won't feed you a line of crap. Then put on your pipes / mufflers and A/C, and decide if you want the HD flash or some tuneable control module like the Power Commander which can be modified over and over.
As I said, I've been very pleased with my setup. I recently found a H-D dealer that has a dynomometer in their shop and they also install and tune PowerCommanders. I decided to take my bike there to have them tune it in the dyno and tweak it to make sure it was optimized for HP and Torque. I can't boast the same numbers that Hotroadkind does, but the improvement was quite noticeable. How nice it was to deal with a H-D dealer that didn't give you crap about aftermarket parts, but rather helped you optimize your setup

.
Later, (my fingers are tired)
SISK
Proper Prior Planning Prevents Piss Poor Performance