WELCOME TO THE FORMS!!!!!!!
A chip for our cars isn’t needed until you do a mod that warrants the need for a chip. Mods such as gear swaps, change tire/rim size, cam intake heads change, supercharger/turbo...ect. There's no gain if you get a chip now. They don't add much horsepower on their own and you would have to get it reprogrammed each time you make one of the above changes to your car. Chip will be one of the last things you do to your car.
The underdrive pulley it's self will cost you between 150 and 200 depending on where you can get it. Check out
http://www.aspracing.com/ This company makes most pulleys for the sites you see selling them online. There's some useful info on them on that site. They explain how they work in simple terms and don't confuse you with the tech junk. Since you have a 2000 mustang you will need to check your stock pulley to see which style is on the car. That year was a crossover year and they put two different styles on the 2000's. This site explains how to tell which one is on your car
http://www.miracerros.com/mustang/pulley.htm It's a fairly simple install if you have a torque wrench and patience.
For a cold air intake I would suggest you get on ebay and do a search. You will find hundreds of them for like 50 bucks. Just make sure it comes with a filter, two chrome hoses, one rubber O ring and some hose clamps. Install is fairly straight forward and should take the novice two hours max. Pretty easy to install. You can look around at more expensive intakes but they all do the same thing. So I can't justify paying a lot of money for a cold air intake.
To answer your warranty question. The best answer I can give is all warranty work is decided by the individual Ford dealerships. Some dealers encourage you to mod your mustang and get the most performance you can from your car. Others will make up stupid excuses so they don't have to do warranty work on your car. In the end it's all up to the dealer. Technically the only way they can void your warranty is if the modification that you did is the cause of your vehicle failure.