My Droid was swapped several months ago with no problem after applying leaked 2.1. If you have not rooted your phone, then applying the update SHOULD not be an issue. The official OTA will be out fairly soon and then it won't matter.
I did apply all kind of updates on my berries. When something happened they swaped them with no ?'s asked. Your fine take the plunge. 2.2 is so much slicker.
As Dirrk said, Yes this "technically" voids your warranty. But in all honesty as other people have said, I have sent back atleast 10 Blackberry's with a leaked os (which technically means my warranty is void) but I always get that refurb one for free.
If you have the extended warranty with verizon and all that then if you need a replacement, trust me, they do not take that stuff like that into account anyways.
As I understand it they are far too busy to check through granular details like what OS is on the phone when you send it back. They reflash the OS they want on it first anyways.