Your front bearings are a complete hub assembly with the wheel bearings pressed into them, and also a built in ABS sensor with a 2.5ft ABS wire hanging off the end.
I just did both front hub/bearing assemblies on my 2003 4x4 4dr. I followed this guide that a user posted here a while ago, and also if you look at the end of the thread, I posted my own pictures I just took last weekend when I did mine:
http://explorerforum.com/forums/showthread.php?t=194002
FYI...be prepared for a struggle with the 3 bolts that hold the hub on from the backside....you will absolutely need a deep offset 15mm wrench like I described in my post in that thread, without it the job seems impossible....but with the wrench you will be able to hit all 3 bolts easily. Mine were extremely tight all the way out. Ford puts a mean threadlocker on them, that combined with 126k miles made them a real bear to come off. Bloody knuckles ahoy.
I will suggest buying ONLY a Ford OEM hub/bearing assembly, and I can put you in touch with a guy that you can get them from for $100 + shipping....he is buying dealer stock of inventory from Ford dealers shutting down, and selling the stuff very cheap. I bought my 2 OEM hubs from him, they were still sealed in the Ford box with the dealer's label on them. The biggest difference in getting the Ford part, is that it comes with brand new bolts not only for the hub to go back on, but also caliper bolts. The heads of my hub bolts were so banged up from removing them that there is no way I would ever reuse them!
You can find "made in china" hubs on eBay for around $100 as well, which seem to come with Timken bearings (good bearings) however no installation bolts, and since these hubs have built in ABS sensors....I would just rather trust Ford for this part.
You can also buy the part from Ford directly for about $180 + tax, from any dealer or from Ford online....but again, I can refer you to this guy who is selling them for $100 + shipping right now.
I have not done rears (don't need to), so can't comment on that.
You can do the fronts....takes about 2 hours per side, or maybe a little less if your bolts aren't insanely tight like mine were. But if you want to do it, follow that guide I posted above, and read the other posts in there...plenty of info to do it yourself.