This may or may not be true—since it's taken from a forum post—but AVS Forum user seems to have discovered a bit of a caveat in Sony's PlayStation 3 warranty. When ragedogg69's PS3 broke, he discovered that it was no longer under warranty because he was using a generic set of component cables instead of Sony's licensed component cables. Thanks to that, his only option is to pay Sony $150 to fix it, or return it to the store where he bought it. Guess which one he chose?
We're not sure if this is official policy or not—we'll check—but keep this in mind and try not to mention that you're using third party cables if you ever happen to call Sony support.