You don't *need* to void the warranty, but rather void it than not. The reason for this is the installation of HardSPL, that enables you to "recover" the phone, should something go wrong during the ROM flash (happened to me on my TyTN).
The ROMS that you get on xda are generally very stable (had my Diamond now for about 9 months and never had a stock standard ROM on it - about 4 different custom ROMS)
If something happens to your phone, that you need to take it in for repairs, you can flash the original SPL back onto it, followed by the stock ROM, Warranty in tact