dread said:
It does not void your waranty if you install it yourself, All that happens is if the intake breaks, which it shouldn't, you have to re-install it yourself. Does changing your own oil or air filter void your waranty? NO and your are much more likely to do damage while changing your oil.
Dread, I am not trying to bust your chops here, but you are not necessarily correct, and I think your advice, given with such a cavalier choice of words, could be misunderstood.
If someone installs any modification that could be shown (by the dealer) to have caused a problem, then yes, they have absolutely 100% voided their warranty on the associated problem / parts. Your example of an oil change is all but the most simple of exercises that nearly 99% of the public could accomplish. However, if for some reason you were so inept and managed to strip the threads on the oil filter, drove the car, leaked enough oil out, and then siezed the engine --- Mazda would be under no obligation to honor your warranty. If your radio happened to stop working just because you put on a CAI, however, they would still need to replace the radio under their implied warranty obligations.
Bear in mind the dealer must show that your modification caused the particular problem, but that may not be as hard as it sounds. Considering the freedom in which a mechanic / dealer can define "the problem" it will come down to your relationship with the dealer more than anything else.
Remember something else very important, just because you buy and use official Mazda parts (aka non-aftermarket), you are still not officially certified to service your vehicle. (Unless you are a certified Mazda tech!)
The bottom line is that if you trust you are good enough to put on the CAI, go for it. I, for one, can change my own oil or replace my air filter -- but I didn't feel ok putting on my CAI. Once we start getting much past oil, air filters, brakes, and a few other things, I have to yield to my limitations of equipment and experience.
Here is some suggested reading:
http://www.dummies.com/WileyCDA/DummiesArticle/id-2669.html