i would like to do exhaust especially
but what about intake and rims?????

if it is a catback exhaust, you should be fine in most states. (check local laws)
rims are okay as long as they're not 'unsafe'.

Intake should be fine if it has a Carb certificate. I have an intake that doesn't have a Carb cert and I've never had problems with my dealership; just varies form dealership to dealership. You can always opt for the Mazdaspeed intake if you want to play it safe

Any part is fine, as long as the part does NOT cause a problem, then only can they deny warranty.

pine forest or new car.

You can replace the Cat back in all states. Its a muffler for Christs sake.

Gee kids are getting dumber by the day.