The WRX wheel bearings do tend to go suddenly. Jack the car and see if there is any play in the bearing by grabbing the tire at the top and bottom and rocking it back and forth. If a bad bearing stays on too long it will take out the hub too.
The Kragen/Napa stuff is National brand I believe and it is good OE quality and is what we use unless somebody specifies Subaru parts.
Matt
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