Wheel coming off of my 1994 F250 4x4. Hub/brake/differential problem?

You shouldn't hear or even feel your brakes in the steering wheel. It sounds like that you need a brake job. You need to take your truck to a reputable repair shop and have them do a check on your brake system, and if necessary, let them do the brake job. The way you presented your case, I doubt that you have the experience to replace the brake pads or shoes, furthermore, a properly done brake job requires that the drums and rotors be machined to a smooth surface to match new pads and/or shoes. I emphasize to everyone not to cut corners on your brakes. If in doubt, have them checked out. They are the most important thing on your vehicle.