Can I flash CyanogenMod without unlocking bootloader? With a locked bootloader on an SE ST17i running the rooted Stock Xperia Gingerbread 2.3.4, can I flash the CyanogenMod 9 onto it? Or do I really need my bootloader unlocked? I also have ClockWorkMod installed and as far as I know that shouldn't have been possible with a locked bootloader so I'm rather confused. I'm not at all experienced with rooting and I'd consider myself on just the "beginnner" stage.

I'm not too keen on the thought of unlocking my phone's bootloader as that wil most certainly void my warranty.
It's not necessary. If your Xperia's bootloader is locked you can't install a custom kernel but you can install a custom ROM. I have MIUI with a stock 4.0.4 based kernel on my Xperia S.