As Scott said, eliminate each item one by one. Try jacking the car up, spin the wheel by hand. Look for a wobble in the wheel (it helps a lot if the wheel is very clean as dirt can make the tire look like it's wobbling when it turns). Listen to the bearings, they'll sound rough if they're bad. When my rear bearings went, when I'd spin the wheel slowly, I could hear the bearings inside fall down on one another as the tire spun. Obviously this was a "worst case scenario". Listen to see if the rotor is scraping as it turns. The rotor scraping will sound like a rhythmic "scrape, scrape, scrape" as the tire spins faster. Often times you can narrow it down more easily just by using your eyes and ears.