Nintendo's Wii warranty says:
THIS WARRANTY SHALL NOT APPLY IF THIS PRODUCT: (a) IS USED WITH PRODUCTS NOT SOLD OR LICENSED BY NINTENDO (INCLUDING, BUT NOT LIMITED TO, NON-LICENSED GAME ENHANCEMENT AND COPIER DEVICES, ADAPTERS, AND POWER SUPPLIES); (b) IS USED FOR COMMERCIAL PURPOSES (INCLUDING RENTAL); (c) IS MODIFIED OR TAMPERED WITH; (d) IS DAMAGED BY NEGLIGENCE, ACCIDENT, UNREASONABLE USE, OR BY OTHER CAUSES UNRELATED TO DEFECTIVE MATERIALS OR WORKMANSHIP; OR (e) HAS HAD THE SERIAL NUMBER ALTERED, DEFACED OR REMOVED.
(from the Nintendo website, I just registered last week and haven't made enough posts to provide a URL).
So all three (Sony, Microsoft, and Nintendo) say the same thing and likely do the same thing. I certainly wouldn't cover damage to my product caused by an unlicensed third party add on. The only way for a manufacturer to get the proper A/V connector is to go through Sony or to buy a Chinese knock-off, which is never as high quality. I design consumer electronics for a living, so I know how this works.
As for the other ports, the USB, HDMI, SATA (Hard Drive), TOSLINK (Digital Audio) and memory card slots are all industry standard. It's still certainly possible for one of these devices to damage your system, but that's basically the same situation you are in with a PC or anything else. The PS3 warranty covers you from defects in the PS3 (the "defects in materials and workmanship" text in every warranty), not from damage done by another company's product.
I once had to get a motherboard replaced in a Dell laptop because of a short caused by a $20 mouse. If my company had not payed for premium coverage (like the GameStop/BestBuy/etc extended service plan you could get for your PS3) I'd have been out the $1000 for the new motherboard.