1999 Ford F-150 Brakes seem to be catching

I was smelling a burning type smell when I would park my truck and someone actually jumped out of their truck in front of me one morning and pointed out that there was smoke coming from my left front wheel. I took my truck to the brake shop thinking the pads had probably worn and I was now wearing down rotor surface. 400 dollars later they replaced pads, checked lines, calipers machined rotors and said I was good. Drove up the interstate again one morning and again smoke from left front wheel. Took back to the shop and they told me it was nothing that they had done wrong but they could replace everything for over a grand and that should fix it up. Symptoms seems to come and go were I can be driving and the truck starts to shake then I feel resistance where if I let off the gas the truck quickly slows down to a stop on it's own. It also pulls hard to the left when this is going on. It's definitely heating up the hardware, it has a blueish tinge to it, but pads and rotors aren't wearing like you would think. Any ideas?