If the engine sounds louder it might be a hole in the exhaust. I don't know if you have the stock exhaust but i you do that's probably what it is.

 

The wheel bearing makes the most sense to me. How to I go about checking if that is the problem? Can I do it myself or do I need to take it in somewhere?

 

If you have an X with 60k miles or more its the wheel bearing more likely than anything else. Common on these cars, too common if you ask me. There is a diy some where. You'll need a access to a good press of course. Expect ~$450 parts and labor if you take it to a dealer though.

 

I had similar sound recently on my '05 X (83,000 miles). But easily narrowed it down to wheel bearing since noise changed with car speed even with foot off throttle. Coasting at 40 mph was loudest. Does it sound like you have a truck tire on a wheel or sound like a bus? Then it is likely bearing. Get it checked out and replaced ASAP so you dont cause any damage to drivetrain or cause an accident at high speed. I could have driven more on the bad bearing but didnt want to chance it. Noise was not real loud and couldnt even hear it with radio on. Seems common for the X perhaps due to extra stress and weight.

The Infiniti dealer replaced the front passenger wheel bearing with new hub for $500 with coupon. Took about 3 hours of time for a good technician to remove the seized and rusted parts with a press, generous use of air tools, and elbow grease. Car is quiet again.
Probably not an easy DIY job unless you have the right tools and skills. Let the dealer do it. Look for service discount coupons sometimes offered on their websites or mailings.

 

I just replaced both of my front wheel bearings this weekend. I was quoted $450/side. I just bought the hub/bearings and had them pressed in. The installation wasn't too bad (2 hrs/side). There's a pretty good write-up floating around here.

 

How much did you spend on the parts and where did you get them?

Also if there is anyone in the Akron/Cleveland area that would be willing to do this for me I'd gladly pay you.