I agree that if you have an automatic transmission, you will probably void the warranty on that if you add and exhaust brake. It shouldn't affect your engine warranty.
The reason is that an exhaust brake will ruin an automatic and the torque converter unless it is installed and operated by someone who knows how to deal with the problems. The main problem is the heat generated in the torque converter as the transmission tries to spin the engine with the exhaust brake on. Normally, the engine is free to spin, but with the exhaust brake, the rpm difference between the drivetrain and the engine is greater, hence, more heat in the torque converter.
This is not to say that you can't use an exhaust brake with an automatic. Lot's of drivers do it successfully. You just have to know what else must be done to prevent problems. You can't just stick a brake on, with no other modifications, and expect reliability.
My brake is a USGear. It's mounted in the exhaust pipe, not up by the engine as many other brands are. It was expensive. I don't remember how much, but about $1000 comes to mind. In spite of the expense, I like it a lot. Others like theirs too, though, and they probably are a bit cheaper.
If you tow, you need an exhaust brake. If you have an automatic, find a shop where they know what they are doing and deal with them.
Loren