The shaking of steering wheel during braking is caused by uneven rotor surfaces, or rotor(s) being warped. If brake pads surfaces are uneven, this symptom could arise too. This typically happens on older cars with high mileage, on which rotors had been worn severely. When new brake pads were put on, the outer ridges make pads sitting unevenly. Normally shops will take the rotor out either re-surface it (provided the thickness allows) or replace it with a new rotor (material is inexpensive - about $15/piece, changing by pair).
Hope this helps. Good luck!