Nope. I RMA'd a chip to Intel not too long ago, they sent me a Coppermine-T (one in my 2nd rig in the sig) back before they officially hit the market. I shipped it on a Tuesday, the replacement was on my doorstep Wednesday, so they don't wait to get the processor. Intel is very good about RMAs.
They asked me what was wrong with the chip, I guessed on an L2 cache problem, then I described the problem to them and they agreed. I then told them that I bought a Celeron to test the motherboard with, and they wanted to know a little about the system... but past that, they asked very few questions. Not even the usual "Did you overclock it?" I was both surprised and impressed.