If they are warped they can cause shaking when braking.
Are you sure the rotors are responsible? Check for tires out of round, or poor wheel balancing. Also check thrust angle on wheel alignment. Any of these can also cause shaking.
Most common cause is warped rotors.
Usually this is a sign of warped brake rotors. In order to tell if they are warped at the front, you should be able to feel a pulsing sensation through the steering wheel/brake pedal whilst braking lightly at ~100kmh (60mph). If they are warped at the rear (not usually the case but not unheard of), you may feel a pulsing feeling through the brake pedal and a slight vibration through the seat. In order to remedy this, go and talk to your automotive repair shop who should be able to assist you further and find out what the actual cause may be. They may be able to 'machine' the brake rotors (if they are at fault) so that they are no longer warped. If this is not possible, they may recommend replacement brake rotors. In both cases, it is recommended to replace your brake pads so that they mate perfectly to the rotor surface.
warped brake rotors, have them resurfaced.
warped rotors
Have the front rotors turned on a lathe at a dealership. check brakes and rotors
If it's only during stopping, I'd say warped rotors. Have the rotors and pads checked out.
One or more of the brake rotors are warped from heat, caused by braking. Riding the brakes or always being on them, are usually the cause.
Check the lug nuts
No, warped rotors will cause vibration when braking.
Rotors out of round - resurface or replace
Warped rotors is the most likely cause. Seek professional help.