A key diagnostic clue with any vibration is WHEN it happens. A shake that appears only when you apply the brakes - and goes away when you release - points squarely at the brakes, not the tires or wheel balance. Here is what braking-only vibration means.
Why braking-only points to the rotors
If the vibration comes and goes with the brake pedal, the cause is the interaction between the pads and rotors, not something that would vibrate all the time. It is almost always rotor thickness variation or runout - the pads gripping harder and softer as the rotor spins; see what is brake judder and pedal pulses at low speed.
Vibration all the time = not brakes
By contrast, a vibration that is there whenever you drive at a certain speed - whether braking or not - is usually a tire balance, tire wear, or suspension issue, not the brakes. This simple test (does it change with the brake pedal?) separates a brake problem from a wheel problem.
Where you feel it
Braking vibration felt in the steering wheel usually means the front rotors; felt in the brake pedal or seat often means the rear. It typically worsens with speed - see brake shudder at 60 mph - because the rotor spins faster. This helps target which rotors to inspect.
The fix
Braking-only vibration means addressing the rotors: clean the hub, torque the lugs, and resurface or replace the rotors as a pair - see warped rotor causes and resurface vs replace. Fit quality pads with fresh hardware and bed them in.