Basically, each part is pretty easy to check if you have someone in the truck moving your steering wheel back and forth.
Ball joints - Jack up the front of the truck and grab the tire at the 12 and 6 o'clock positions. Try pushing the tire from top to bottom to check for play. If there is, check to see if the play is happening at the knuckle, or just the hub. If it's just the hub, your bearings need replaced. If the whole knuckle is moving, your ball joints need replaced.
Wheel bearings - Same as above, but look for play in the hub only. If the hub moves, but the knuckle doesn't, your bearings need replaced.
Rag joint - Watch it as some one turns the steering wheel, If its bad, you'll see play. It'll almost look like the steering shaft is moving in an oval pattern on the steering gear input shaft.
Pitman arm - Check this too. Mine came loose on me and was flexing on the steering gear output shaft. It'll look like it's moving up and down on the shaft if it's loose. Make sure it's torqued down.
Drag link - Check to see if there is any play in it before your wheels start to turn. I was getting more than 1/4 turn out of the steering gear before the wheels started to turn.
Tie rod - same thing, check to see if there is any play by moving the steering wheel back and forth. If there is, it'll almost look like one wheel turns before the other one.
If you check everything and it's all tight, check your frame under where the steering box mounts. Sometimes there are cracks under there that you cannot see from the backside (exposed side) of the frame rail.