Brake caliper sticking

I have a 1999 GMC C3500. It now has 45,000 miles on it. The driver side front brake caliper is sticking really bad. It isn't smoking but it smells bad. When I hit the brakes the truck pulls right. When I let up off the brakes it pulls left. When I drive and let go the steering wheel, it pulls left. It's like the front brakes are out of syc or something. I thought it was the caliper. I put a new one on it and it's doing the same thing. I don't want to continue to guess whats wrong. That could be costly. The dealership is so expensive. I don't want to take it to them unless there is no other way. I'll fix it my self if I knew what was wrong with it. Can anyone tell me whats wrong and exactly how to fix it.
Thanks
J

try lubing the caliper slide pins with lithium grease, if that doesnt fix it, it is most likely your brake line to the caliper (the rubber one)

you might have this problem fixed by now, which caliper did you replace? if the left caliper piston is frozen, the truck will pull to the right when braking and will pull to the left when not braking! Reason being is the piston which is frozen is applying pressure to the rotor, causing it to pull to that side when not braking and creating a burning smell from the friction and when your braking, the frozen piston is not moving at all, causing the truck to pull to opposite side!

If you lube caliper pins on a GM product you are asking for trouble. Your problem is the flexible brake hose to the left front caliper. The possibility of a new or rebuilt caliper having a sticking piston is remote.