How about investing in a fancy/expensive set of aluminum or chrome wheels?!
Strange that it is coming from the same wheel each time, especially since you had that one replaced. Could the tire on that wheel be slightly out of round and causing some extra vibration? Have you tried rotating the tires to see if the problem stays or moves? Are you truly "losing" the hubcaps and replacing them everytime too? If so, that would indicate that the hubcap isn't to blame.
Matt
99 V-10 Super Duty, Super Cab 4x4