The first few posts of a Google search for "godaddy wildcard subdomain" seem to indicate that this isn't possible, but an e-mail to support@godaddy.com would probably answer this for sure. However, I've seen with my own GoDaddy account that you can't do this with GoDaddy's DNS interface.
However, another option you might have if you have your own server is to run DNS yourself. There's a chance this isn't an option as GoDaddy's DNS servers are probably more reliable, but a cheap Linux box running BIND could serve as a name server for your domains, which would allow you to control this however you want.