On the other hand, I don't really like the idea of trying to claim a warranty when you know for a fact that you caused the damage.
I thought we didn't approve of that around here...
What we do recommend is relying on that when you have jailbroken, but something else non-JB related goes wrong -- it is safe to assume Amazon won't bother to check for a JB.
In fact, while we know they never examined the software for a JB (as a number of people can attest to based on successful returns) I don't know if they would overlook the physical signs of hardware modification.