Nope it doesn't void the waranty.
The thing to consoder though is the memory's waranty: for instance, if you go with Kingston, they only certify some modules to work on a Mac, so if you purchase a cheaper module from them that is similar but not certified to work on a Mac, and you have some troubles with this, they won't replace it under the lifetime waranty they offer...
Bottom line, you can buy third party RAM without trouble from the Apple waranty, but you have to make sure this RAM will work on the Mac.
Macbook Pro 15" Unibody
iPhone 6 - iPad 3 mini