Is it fair to say that you really cannot do a thing to the car to improve power without your warranty becoming invalid?
Yes and no.
1) Some dealers will sell some aftermarket parts (eg Cobb AccessPort) and offer warranties with the use of parts that they've sold you.
2) If you do modify the engine, and run into engine problems, the dealer may be able to deny you warranty service. However, if you were to have suspension issues, they would not be able to deny warranty claims for that work. They have to reasonably prove that your modifications lead-to/contributed-to the failure.
3) There are a few SPT parts that you can put on that are 100% warranty covered since they're made by Subaru (SPT = Subaru Performance Tuning). Im not sure how much power you get from those.