The two most common reasons why the steering wheel will shake is a tire issue or warped brake rotors. The tires could be out of balance or have an internal problem (belt slipped). The best way to diagnose this is to see when it shakes. If it shakes when you brake then there most likely is a warped rotor issue. If it shakes when you are cruising at speed then I would rotate the tires to see if it changes. If it changes then you know there is a tire issue. One last thing is that if it only happens on acceleration then you could be looking at a worn out drive axle issue. I have seen this on rare occasions.