You can rarely diagnose a bad wheel bearing just by driving the car, there are so many other things that can cause noises, vibrations, shimmying, etc. etc. Though a banshee wail is pretty much a giveaway!
Why not do what I presume they did at the dealership?
Jack the car up,
put an additional jackstand underneath too, because your hands are going to be at risk at the next stage.
Grasp the tyre at the very top and very bottom and try and rock the wheel by alternately pushing/pulling at the top and pulling/pushing at the bottom. Then try and push and pull the entire wheel inwards and outwards too - be as violent with it as you dare.
The slightest perceptible movement is a pretty good indication that the bearing needs to be replaced.
More information here
http://www.timken.com/industries/aut...%20Bearing.pdf