As everybody has said, get good ones.
I've just changed three of the four bearings on her Avant at least twice over the last 15,000 miles or so.
I now have FAG bearings from All German Parts at about £30-£40 each for the back ones, so don't expect any more problems.
If you can access a press, it's not a bad job. Some clues are here
How to replace front and rear suspension parts (with pics) although the rear pics are a bit limited - I have more to add but am busy!!
You basically undo the driveshaft bolt, jack up the car, remove the brake caliper and disc (you can remove them together), unbolt the rear arm drop link (use a spanner to hold it against the nut), and the rear arm (good luck with it not spinning on removal or refit) unbolt the top arm, undo the eccentric bolt, AFTER marking it's position (then wish you had bought a new one,as it's ********, along with the bush), lift up the rear seat and disconnect the ABS sensor plug, feed it through the floorpan, undo the lead cover on the wishbone, remove the hub and change the bearing.
Refit is the reverse of removal, remembering the driveshaft bolt needs replacing and is a good 5 white knuckles on a 3ft scaffold tube! (IIRC 70lb/ft then 180 degrees turn - check). Ideally you will get a 4 wheel alignment done afterwards.
Something like the above, anyway