Any ideas, when i turn left a squeeky noise can be heard even with the windows up, then when you park up the drivers side front wing feels hot and a burning smell a bit like rubber is present, the squeek is not there when you turn right or when the car is cold or when you turn the wheel when stationary, the car is a 95 WRX, there dosent appear to be any wear on the inside of the tyre.

 

Wheel bearing?

 

Any way of checking the bearing?

 

Sounds like you have a brake caliper seizing up or the caliper slides (common problem) are sticking ! burning smell is the heat from that side front brake . doesnt do it from cold as brakes are cold so the more you use them the hotter they get , and if one is seizing it will get a lot hotter and smell of burning when you stop and hence the squeaking noise as well . easy way of telling is go for a normal drive until it does it and stop and hold your hand next to the wheel and compare with the other side , will be very hot on that side compared to the other side ! i could be wrong though

 

I agree with SNAP ON
I have an My95 and also had burning smell and squeek when warm.
The rubbers in my calper pistons were shot to bits
Had a full front brake refurb with new seal kits,
Cost £150 from a garage