All motor vehicle brakes can suffer this at some time in their life and brake vibration can occur for a number of reasons. Some cars have rotors machined to match the car on production lines and any replacement rotor will not run true unless machined once again on that car.
Then there are vehicles which suffer rotor vibration or steering wheel shakes after the car has been curbed, often people find this vibration so difficult to cure they actually sell the car. Again the only way to cure this is to have the rotors turned on the car.
When fitting new rotors it is essential to be meticulous in cleaning the stub axles or rotor hubs from all dirt and rust or scale to make sure the rotor sits perfectly flush with the hub and equally important to check the runout of the rotor after install to make sure it is running true and that disc thickness variation which is the main cause of steering wheel shakes, does not occur at the industry standard 3000-4000 mile point which it always does.
To determine if the brake vibration is from the front or rear of the car there is an easy check. If you experience steering wheel shakes it is obviously the front rotors are the issue. If the brake vibration can be felt through the brake pedal or the seat/bodywork of the vehicle then it is a rear brake rotor issue. You only need to solve the problem on the rotors that are causing brake vibration and NOT the other brakes on the vehicle or you could be back to square one with bed in times etc.
There are also other reasons for steering wheel shakes.
There is what is known as a SNUB BRAKE EFFECT which happens when brakes are applied sharply on a system equipped with a tall profile pad such as many European cars. These taller profile pads obviously see different rubbing speeds at the outer edge of the brake rotor compared to the inside and this exhibits itself as a steering wheel shake at speed. As the car slows down from such as 80-100 mph to 60 as traffic slows for example the shake starts but gradually stops as the speed decreases. Inspection would show no rotor runout or distortion at cold. This can only be solved by using a pad with a high thermal transfer coefficient such as EBC Brakes Redstuff or EBC Brakes Yellowstuff, cheap pads often have very low thermal capabilities and EBC Brakes are extremely good at adding conductor elements and removing insulator elements that improve this condition.