If a part of your suspension fails, the dealer can and probably will say that lowering your car caused the failure. Are you going to be willing to go to court over it? For that matter, are they? Also, alignments are normally covered for the first year, and that wouldn't be covered after lowering.
My dealer put my H&R's and Bilstein's on my CLK320 for me. more
They are not a bunch of pretentious a-holes that respond with statements like 'How dare you consider changing a Mercedes'. Some service reps and technicians at dealers do not know what they are talking about. The guy that did the work said that if it was made for my car he would put it on. The only thing that is voided would be anything directly related to what you have changed. Obviously MB is not going to cover something that goes wrong with you aftermarket springs of shocks but anything else will still be covered. What else is going to go wrong with your suspension that you are worried about? The H&R's or Eibach, and Bilstein's or Konis are better products than come on the car. (non AMG) and then there is still some discussion. It is just a suspension and it is just a car. Do not let a service rep talk you out of the biggest improvement in handling you will ever notice. The difference is amazing.