If you're willing to restrict yourself to a couple of models like you have to with the Mac, then you can get a laptop that comes with Linux, like those from System76[1].
The only reason you have warning is because people want to use Linux on machines not supported by the manufacturer, but guess what: the same thing would happen with OS X.
I just got myself a Dell v131. Very happy with it. Small, slim and fast enough, with easy access to expansion. Not a Macbook, of course, and not an ultrabook, but half the price.
The only reason you have warning is because people want to use Linux on machines not supported by the manufacturer, but guess what: the same thing would happen with OS X.
[1]: https://www.system76.com/