I have a 2004 S which the steering wheel shakes driving down the road. Some times a small amout, sometimes more. Usually above 45.
New rims and tires, road force balanced. Same problem with old set.
New front brakes, rotors and pads.
Alignment good.

Anyone else have this problem or know what's going on?

 

if ur rims n tires were balanced before hand from tire rack or something, get it done again, becase the balance can be messed up when the wheels are hit during shipping (ups guy probably thinks its funny when they bounce) so get them all balanced again and dont go cheap, and see if it solves it
cause this is what happened to me when i bought my D4s from tirerack

 

How are your front control arm bushings?

 

Had the problem with the original set of tires and rims. So I don't think it's the balance but i'll have to get ti looked at again.
I was think bushings also, perhaps the struts?

 

I'm having a similar problem now, only shakes around 70mph. Below that it's fine, and at around 90mph it stops. I think it's the lower control arm bushing in my passenger side front.

 

shakes and shimmies can also come from warped rotors. This was common with the audi allroad I owned, and very common as I found out on the audi forums.

Between the balance, bushings and rotors, you should be able to narrow it down.

 

I have a shimmy/shake w/both sets of wheels (stock and aftermarket). I'm wondering if my rotors are warped. It's getting inspected at the end of the month. Wonder if they can find the problem...