A notorious example of a ship going to warp inside a system is the Phoenix flight in First Contact... And I think I remember a DS9 episode where the Defiant warps to catch a shuttle driven by a changeling.
I guess the rule of not going to warp inside a solar system is mainly for safety reasons, a bit like avoiding driving a race car at full speed inside a city: possible, but very dangerous for almost anything around.
"The main difference between Trekkies and Manchester United fans is that Trekkies never trashed a train carriage. So why are the Trekkies the social outcasts?"
Terry Pratchett