if you return it to MS (which is excellent, phone them up, they take your details and send the courier to you) you don't need proof of purchase, the original packaging e.t.c. Infact they ask you specifically not to send it back in an xbox box, and to send it back in a plain box.
I think I'm a bit of an expert now on the MS support, I just sent of (as of today) my 3rd xbox, and am awaiting delivery of my fourth. Even though I got mine at launch and the years warrenty being expired, they were happy to do so. Though i do think the warrent comes from the first console purchase date, and not the console created date on the back of the xbox.