I agree, a reasonable amount of warnings is perfectly acceptable and dare I say even necessary.
I just went through a new phone process, which for me involves side loading a couple different apps, there was like 1 main warning to turn on side loading in general and then I had to allow individual apps to install other apps (Like Droid-ify, since it's an app store it's gotta be allowed to install other apps) and I wasn't bugged again. A reasonable system IMO.