Replace just the wheel bearing or the whole wheel bearing assembly?

Can I replace just the noisy wheel bearing, or is it recommended to replace the whole hub and bearing assembly?

Note that I don't yet know the state of the hub, so perhaps it will need to be replaced too.

A shop that has replaced this nosy bearing before, says that it's recommended to replace the whole hub and bearing. Given that they replaced the bearing 20,000 ago and it failed already, I'm wondering if they did something wrong back then, and would rather replace the whole assembly this time around just to play it safe.

I am on my 3rd wheel bearing. After the first two I replaced the hub as well.

Be sure to spend the extra money to get a quality bearing like an SKF.