Just jack up front or back real quick and check it. Grab either top and bottom or both sides and rock the wheel back and forth. Should just BARELY move. If it's loose and there's play, your bearings are shot.
Not a weak point on WRX's or STi's. They were on the old 2.5 RS's and some Legacy's. But it's a weak/wear part on any car and can happen any time really.