Does the steering wheel shake under all conditions or just when you brake?
If it's just when you brake, then it's likely that the rotors are warped. A new set of rotors and pads will fix you right up.
You might also check your control arms. I replaced mine after about 70k and I was surprised how wasted the bushings were.
Here are the things you should check:
-Ball joints (on control arm and on tie rod end)
-Wheel bearings
-Tie Rods (inner and outer)
-Control Arms
-Wheels for trueness
-Rotors
Eliminating these one at a time will reveal the culprit of your shaky shaky.