there are a lot of threads on this, however I know I had the same problem at 40k and now again at 90k miles. at 40k they replaced the control arm bushings and that fixed it. Now they say that I have a bad steering rack.
2006 Red Chevy Cobalt LT
mods: Kenwood DNX5140 Head Unit, HIDs, Halo headlights, LED taillights, Injen CAI, LSJ throttle body, 2.4L intake manifold, red interior LED's, TWM short shifter, custom fit red seat covers, red trim and door handles, SS gauge cluster, Racing Solution long tube header/downpipe, Corsa touring exhaust, lightweight crank and alternator pulleys, trifecta tune, 17" Motegi black rims