When they go you'll also hear/feel like your going over rumble strips right after you hit a pothole or a rough spot in the road. Wheel play is another sign they're gone as long as it doesn't come from bad ball joints. Since your doing the brakes anyway I'd go ahead pull the hub/bearing assemblies - its not that much more work. There is a bearing in the back of the hub/bearing assembly that should be greased/checked about every 55-60K anyway. I don't know of anyone who's ever sucessfully taken one of these assemblies apart and re-greased the bearings. (The hub is a sealed unit)

If they are shot you'll have to get the whole assembly + don't forget to buy the studs - both the wheel & hub mounting studs. They don't always come with them and they can be a pain to get out of the old hub assembly anyway.

When you buy the wheel studs make sure they match what's already on your truck - Ford put two different wheel stud thread pitches out there so you've only got a 50/50 shot at getting the right ones to match your lug nuts to begin with.

DG