'03 Wheels start leading to the side when hot

I have '03 and when the car runs for some time on freeway, the wheels start to lead the car to the side as if they are not aligned properly. When the car is not driven for continues times, it does not happen, only after driving it for quite a bit. Once it cools off it drives straight again until it gets hot again...
This is the best I can describe it.

Any ideas what I should replace?

Sounds like you might have a brake caliper that is hanging up after use. Some time when this starts to happen, stop the car and check the 4 wheels to see if one is hotter than the others. Be very careful has they may get hot enough to cause burns if the brakes are dragging. You probably have either a brake hose that has started to collapse internally or a slide pin or two that are seized.

-Rod

Thank you very much on your feedback, I will take the front wheels off to take a look. Now I know what to notice.