If you changed the calipers you changed a lot of stuff at once. First thing I would do is try to see if one side doing it or both sides. If it's both sides sounds to me like an incorrect part.
That's probably due to galling on the spindle. During normal operation the bearing inner race slowly "orbits" the spindle. When the bearing heated up it orbited faster than it should have and started to weld itself to the spindle.
Your best option is to use a cutoff wheel to grind away enough of the bearing race to loosen it. Go 90% of the way through and then rap the area with a hammer to crack the race. You do NOT want to nick the spindle with the grinder or the hammer.
The bearing race is hardened so trying to grip it with a pliers or pipe wrench will probably be futile and also dull the tool jaws.
If you heat the bearing race with a torch you risk ruining the spindle temper with possibly disastrous consequences (spindle breaking off while you drive!). This happened to a friend of mine on his 66 Chrysler Town & Country station wagon. A shop heated the axle with a torch to replace a wheel bearing. He just finished a run on the Canada 401 and got off at an exit. At the top of the exit ramps he hit the gas to go and the back of the car dropped onto the ground. The axle shaft had snapped right at the bearing!
I am using a dremel with a heavy duty cut off blade... Its taken 30 minutes to make it half way.
That steel is hard!
I'll finish my grind on Tuesday and attempt crack the race off...
Thanks!
P.S.
Worst case scenerio: I screw up the spindle... I need to replace the steering knuckle... anyone know where to get these aftermarket new? What would I be looking at from a stealership? anyone know a legit junkyard that won't rip me off and ships?