I had this problem with my infiniti M45, The wheel shimmy would come and go. The dealer did every thing from changing out the 19's to rotating and aliment. Nothing helped until one smart tech decided to change my front rotors. Appearently at the factory or at delivery inspection, someone over tighten one or two of the lug nuts just enought to cause a fracture in the right front rotor. During inspection, they never notice because when the rotor where cool, the fracture disapeared unless you where looking for it. When it heated up, it expanded just enough against the pads to cause a shimmy. And for some reason, it became more prononce when you hit minor bumps. I also found out that the pads ever so slightly rub the rotors all the time. This was enough to generate the heat need to cause the shimmy.
I check my lugs for correct tightness, every time I have service that require wheels to be pulled. I did find several of my rear lugs suffering from over tighting.
This may be just something to keep in mind.

 

Wish me luck, just stumbled onto this thread for useful info about what to do for the shimmy on the wheels.

 

GUYS 2012 XF steering wheel wobble FIXED! I had this issue over 18 months and 40,000K and four sets of discs. Forget all the hundreds of nonsense threads on the web, I RESOLVED IT - Replaced the hubs and integral bearing, the important point to note is that YOU MUST FIT BRAND NEW DISCS AND PADS AFTER you've fitted the new hubs. The hubs and discs and parts were sourced from a Jaguar dealer, car is like new!!!!!!!!!!

 

This makes sense. If it's something out of balance or no longer securely mounted, it would do it all the time. Bearings can change as the ***** or needles redistribute in their races.

Not a cheap fix with around $800 in parts alone from a discount reseller.

 

I’m in the middle of this dilemma, and about to nearly give up on the brand, as I had an S-Type R that had this issue, but assumed it was to warped rotors and bent wheels, and currently have a 2013 XF supercharged. Had a shop replaced both bearings but they were defective, so had to have the bearings replaced again. Is it acceptable to just buy new rotors now even though the new bearings have already been fitted?

ive genuinely had enough with this brand as I’ve already replaced the wheels with a new set, new tires several times, and so on. If I can’t resolve this then I genuinely want to move onto another brand because this is just ridiculous, what’s the point of being a luxury car if it just shakes worse than an old civic? It’s driven me literally insane and I’m willing to pay for a peace of mind in a different car by this point. I love my Jaguar but I want it driving right!

 

2012 XF tire shop balanced wheels 2 times told me I had a bent rim for shimmy at different speeds . I just changed the Front rotors and now no more shimmy or shake from the steering wheel .Old rotors were checked and I was told they were fine ,so after checking all the usual things I went for the brakes .Seems the drivers side rotor was the culprit now all is well car has 130,000 and drives as well as it did

 

I had this I had to change all 4 rotors + pads, front upper control arms, balance the 4 wheels, and fix 1 wheel that had a buckle.

But i can say that balancing was what made by the most difference.