Is http://www.newegg.com/Product/Product.aspx?Item=N82E16820227251 better than Apples line of 4GB RAM? I would also like to know if this is compatible with a new 17" MBP! I would also like to know if installing my own RAM voids any Apple warranties or etc.
Please try the Forum's Search function - this question has been asked and answered many times before, including 1 hour ago...
The OCZ RAM at 800 MHz may work in Core2Duo products. However there will be no speed increase, because the Mac's memory controller is limited to 667 MHz, so there is no point in buying 800 MHz RAM. The vendor (NewEgg) does not guarantee compatibility, and they have a restocking-charge policy on returns. Plus this is far from the best price.
On MR, the most often recommended vendors are Crucial (use the link at the top), OWC (Macsales.com) and Data Memory Systems who have a guaranteed compatible 4 Gb kit for $238 with a free shipping option, and great customer service.
Again, as CanadaRAM said...those questions have been asked many times. No, upgrading the memory does not void the warranty, because memory is supposed to be a user-serviceable upgrade. Crucial memory is fine, but usually too expensive. No, there's nothing magical about Apple RAM, it's no better than a decent third-party brand. It all comes from the same two or three manufacturers anyway, most of the time. Lots of people on here (including myself) have had great success with G.Skill and OWC memory, and those are usually very reasonably priced. Both of those you linked to are WAY too expensive. You shouldn't pay more than $240 for a 2x2GB kit, max.
Installing RAM does not void the warranty - Apple includes DIY memory installation instructions in the manual.
There is no 'best' or 'better'... either RAM is compatible, in which case all 100% compatible RAM will perform exactly the same, or the RAM is out of spec and isn't compatible.
Most 3rd party RAM has a lifetime warranty, which is longer than Apple's 1 year warranty. But presuming that it is well built and guaranteed compatible RAM from a reputable company, there is very little to choose between brands other than your own preference.