No not all AC is dealer installed, but it was mainly that way for 00 so they could get those extra 2 mpg for the epa rating being enough cars left the plant without AC that they tested a car without AC. In the past few production years I honestly don't recall seeing a car that did not have factory installed air. You can tell by the VIN, it goes JHMZE13 then a 5 or 7, 5 is no AC, 7 is factory AC.
Anyways, that asside what you can do is order the kit from one of the many online sources then have your local dealership install it. This way you get the cheaper price compared to what it would cost you at the dealership (I'm guessing it would be somewhere around $1,200 for it) and since a Honda facility installed it you get the year or 12,000 mile or whatever it is warranty on it.
The other option would be to have a AC place install the kit, it might save you a few bucks, but you would only get whatever warranty the particular shop would give on it.
My car came with dealer installed AC. I assume they installed it as soon as they got the car (I believe it was a demo). To date no problems, it blows nice and cold even when it's 115 out.