sounds like a bad hub, jack the wheel up, lugs tight, grab the tire at the 12 and 6 o clock areas, and do a push pull deal with your hands, if the wheel moves, the hub is bad, if the abs or trac lights are on that hub could be the cause if you have play in it.
bad hubs have also made my brakes feel weak. felt like new once the new hub was in. im pretty sure its due to the brakes not being able to clamp on the rotor if its moving side to side.
oh and if the axle is stuck in the hub, first thing to try is to put the bolt so its over the ends of the axle threads, then hit it with a hammer, if it dont pop, then break out the puller to force it free.