FYI: This might be better asked in the tech forums...
A K&N filter will help your car breath better. It will give you better gas miles, throttle responce, and a little bit more HP. No, a K&N filter will not void your warrenty. You can choose to get just the filter, or go all out and spend some money and get the CAI (Cold Air Induction).
You need to do other things before you decide to go with a bigger/better intake. I would get a catback system and a X-pipe (with or without cats) before I would bolt on an intake. An intake
will void your warrenty.
3.73's are a good addition to your pony. I have a set in mine.
Some people with will tell you different things about warrenty info. If the gears are installed by the Ford dealer, then it will be covered. If there is any damage to the car (your fault or other wise) and Ford feels it was caused by the gears, then they might or might not cover the broken parts.