I have had several grand prixs and i have had this exact prob with 2 of them, and both times it was the wire harness coming out of the wheel bearing, where it plugs in nxt to the bearing. you can get a new harness from the plug back towards the car, then you cut the harness and its 2 wires and just splice it back together everything you need comes with it. ( I would recomend using different splices than they send with it). But yes take it in and have it checked first, it will cost about 50 bucks to have them diagnose it, a wheel bearing is about 120-140 bucks aftermarket, and you can also get the harness aftermarket. i got mine from advanced auto parts. Was 48 dollars there and 100 from gm. So have them figure out which one itis first, its cheaper than buying both parts.
