Does it sound at all like the squeak you get when you apply your brakes???
I had a problem with my EA's front end squeaking, and what it turned out to be was the front calipers seizing and not retracting fully (meaning that the pads were always in slight contact with the disc, which resulted in constant squeaking/squealing - a common problem on ea's), this was coupled with the fact that my rotors were slightly warped (another common EA problem), which meant that the squeaking noise would occur on and off in rapid succession, speeding up as the car did.
Worth checking out, anyway...
Not sure how much it would cost to have them professionally re-greased.
Even if the bearings aren't causing you're problem, it's a good idea to grease them every now and again! :-P
Any decent mechanic should have no trouble greasing wheel bearings, and it shouldn't take any more than half an hour or so. So it shouldn't cost you very much...