I'm almost positive that at least my left front is going. I here a slight wa wa wa wa wa hum on the highway, some vibration accompanies that and it wanders as well in a straight line (I got an alignment less than a month ago and new tie-rods less than a year ago). I've been through three sets of tires and wheels on the car so I'm pretty sure it's not a wheel balance issue.
Is this something I should buy from Mazda or can I get it from my local Napa, as I'm sure it will be cheaper?
Also, would it be worthwhile to replace the lower balljoints while I'm at it?

 

I think they might
http://www.appliedracingtechnology.com/

 

Mazda didn't intend for the bearings to be replaced separately from the entire hub. I believe the outer race is machined into the hub itself. Last I checked, Mazda only sells complete hubs. FWIW, I'm pretty sure new OEM hubs are cheaper than ART's blueprinted ones. If you want a less expensive option for rebuilt hubs, Jim Drago on the specmiata forum sells them. It seems most of the guys that buy them are racers though- I haven't seen any reports of their longevity for street use.

The OEM hub-integral bearings are "sealed" and usually last a good long while, but over time the grease can be forced out. It is possible to open them up and regrease them (use Redline CV-2) to prolong their life, and there's a writeup somewhere on the interwebs that covers it. But if your bearings are already bad, it's a bit late for this. Just something to keep in mind for the future.

Whether or not you want to replace any other parts while you're at it is entirely up to you. The remove & replace process doesn't require disconnecting tie rod ends or anything else that would alter the alignment. Once the 29mm nut is removed, the hub just slides off the spindle.