When I making my Black Label factory order I talked to my dealership about swapping the 21" wheels for 20". They said they could do this. It would technically be an aftermarket purchase, but there's nothing wrong with that and no danger to the warranty. They had found someone planning to order a Reserve and offered him free upgrade wheels upon delivery (and for me, it would be free 20" replacement wheels). But in the end, once I saw the fan-jet-style Black Label 21" rims, I just fell in love with them. The ride on the 21" is plenty comfortable (though I'm sure it would be even more so on the 20" or 18" rims), but those big wheels are more subject to curb rash and the tires more subject to pothole damage. I did end up taking out the (very affordable) tire/rim insurance to salve my mind.
Not every dealership, however, would go to the bother like East West Lincoln was willing to do. This is, in fact, a good test to see if your dealership is willing to go above and beyond to serve a client.