I will be waiting until my warranty is up (or close to up) to modify the engine/ecu. I don't have a garage to use and I don't want to pay someone else to fix the car if something goes wrong.
The reason people recommend the AP and a downpipe as one of the first mods is because the stock tune is not great for the car and the AP + DP is a relatively safe level of engine modification. Also, moar powa! Most people who use the Cobb AP maps don't end up having any trouble with the car so they don't end up having to go to the dealer for engine work. Most dealers would probably deny you warranty work on your engine if you messed with it, but this depends on the dealer and service department. Some are mod friendly and know what is relatively safe. Others will take any work they can and charge Subaru of America for it without hesitation. This isn't too common though so ask your local buddies which dealership around you is best.
The only way to guarantee you don't screw up the car, is to not screw with the car.