Wheel Bearings - How often do these fail?

[Mobius]

Since this thread is already going in my direction: While rolling I can hear a 'cricket' sound with the windows down. (As if I were constantly driving beside a pond/slew full of croaking frogs or crickets). The sound is still present under light or hard breaking, and the noise doesn't change while turning. It does change with speed, but not with RPM. I can't hear it when I spin the wheels by hand, and the wheel bearings don't seem to have any play in them. Should I replace them and see if that helps, or is there something I'm missing?