Vibration through the steering wheel

Vibration in the steering wheel -- just driving along, or only braking? Only braking would be brake rotors being out of round, caused by heat build up. Since you didn't mention braking, I'll mention a few things about vibration just driving. Wheel vibrations at low speeds are typically due to either a bad tire or tires (out of round, slipped belt, etc), or a bent wheel. Being that you feel the shimmy in your steering wheel, concentrate on your front wheels when inspecting. Higher speed vibrations are tyipcally due to wheels that need balanced. A lesser common issue would possibly be axle shaft issues causing the vibration. But focus on the wheels and tires first and then progress from there.