You are NOT required to go to the dealer, or any shop, for regular maint. To keep your warranty intact, you simply must follow the maint, schedule. If it is an oil change every 5K (for example), all you need to do is keep your receipts for your oil and filter and keep a LOG of when you did, the date, and mileage. That's it.
If there is something you cannot do, eg: change a muffler chain (or whatever), then you have to have somebody do it for you (a shop, etc.). Again, keep all records and a log of what was done and when.
I have done this will all of my cars and NEVER had an issue with it, even once when a repair fell under an aftermarket extended warranty company. As long as you have a log and receipts, you are good. There is NO requirement that work must be done at a shop/dealer if you can competently do it. If it is something beyond your expertise (some complicated procedure), then obviously, you need a pro to do it. eg: If it is time for a valve adjustment, for example, and you are not a "mechanic", and you do it, then there is a valve train failure, etc, they will challenge you on that...that you fu$ked it up.
However, it is hard for them to make such an argument on an oil change!! lol.
So, if you can easily/resonably do the required maint. item, do it. If not, have a pro do it.
Tim <--- apparently likes "3" cars
2014 MB E63S
2008 E90 M3 -- Selling
2004 GT3 -- Sold
1997 M3/4 -- Sold
1995 M3 -- Sold