This is a tricky one, I have aftermarket wheels on mine, a lovely set of BBS style CK's and I thought long and hard on this very subject.
There is a clause for every eventuality that you can think of, just look at the threads on style 296 alloys that are cracked, so there is a risk in changing your car in anyway. The dealer told told me that changing to non RFT's wasn't covered but I believe that to be obsurb, the manual states that you should fit tyres recommended by BMW i.e. Bridgestone RE050 but it does not state that this is a must as that is impractical.
In any warranty claim, for BMW to decline to rectify it must be able to prove that the fault is with you. The 296 wheel claims were rejected because they were deemed to be out of concentricity caused by kerbing etcetera, so it is easy to prove. A wheel bearing is a completely different matter, how would using a non RFT cause extra load on a bearing (and before anyone states about reinforced sidewalls, each RFT manufacture will have a different sidewall stiffness and so that is impractical to police) however having a different size wheel and/or a different offset could increase the loading on the bearing and they could state that you were operating outside of their recommendations and decline.
So if you do, keep within the standard BMW specifications of wheel, so no 20" wheels etcetera and keep the offsets the same by using spacers.