I have an 02 F350 and have had the same issue on the front left for the past 6 years. I think I've replaced front calipers at least 3 times in that time span (also new brake hoses once) and still have the issue.
I thought all was good until last fall coming back from Michigan and driving thru Grand Haven and Holland with all of the stop lights, towards the end of all of them the truck started pulling hard left again and front end shaking real bad when braking. Pulled over and yup...front left is hot. Dang it!!!
Waited on it to cool down and got home ok then. I'm done messing with it and taking it to my local dealer today and see what they can find. I"m thinking its booster or cylinder related but gonna let them hopefully figure it out. They're a lil more costly than other shops, but they tend to be able to find the gremlins that other repair shop have't been able locate (like the cause for 3 failed right front wheel bearings in less than 12 months). Since I"m dropping it off w/o an appt, I prolly won't get it back for a few weeks, but I'll let you know what they find.