I had my front right wheel bearing done at about 70k miles under warranty. The rest have been fine.
It's pretty easy to diagnose which one is making the noise. Get on the highway and listen to the noise as you're turning at high speeds around corners. If you're turning left and you hear the noise, it's your right bearing. If you're turning right and you hear the noise, it's your left wheel bearing. Front or back should be pretty obvious based on noise.
If you want to do it yourself, it's a pretty straight forward job. You don't need to press the bearing onto the hub - it comes as an assembly. Just pull the hub and install a new one.