I just went through something similar in my Mazda 3. The sound was almost identical, the wheel felt nice and tight, no play at all.
What I did to verify that it was the wheel bearing, and it will probably not sit well with the "by the book" guys we have here, is lift the side I suspected made the most noise, put the jack stand and choked two wheels on the opposite side. Then I started the car and put it in drive. I could instantly hear the bad wheel bearing. With just a little bit of gas, emphasis on little, as the the lifted up wheel will pick up speed very, very quickly, I could hear the change and almost grinding sounds the bad wheel bearing made, where the wheel should be pretty much silent with a good bearing.
Of course this will only work for the wheels receiving power.