Check tire balance or wheel bearings in front axle
balance your tires
What make the steering wheel shake is the tires that need wheel balance.
Loose or worn steering parts, suspension worn, tires out of balance.
Your power steering pump and or steering box may be about to give out on you.
Tire out of balance, bent wheel, drive shaft bent, loose or worn steering parts.
You may need a wheel alignment, or you may need bushings.
Wheels are out of balance
Worn steering or suspension parts. This can be very dangerous, so have this repaired ASAP.
Sounds like wheel balance, but check the steering dampner.
have front suspension checked
Not the steering wheel shake itself, however what is causing the steering wheel shake, can certainly be extremely dangerous and potentially cause you to lose control of the vehicle. **GET IT CHECKED OUT BEFORE THAT HAPPENS**
You will feel the steering wheel shake or judder in your hands at a certain speed. You will usually find it is ok at a lower speed then you feel the steering wheel shake as you accelerate and then disappears again as you go faster. Usually the shaking appears at exactly the speed you want to go (Murphy's law)