I read the other answers and they are all wrong.
Chevy 4wd trucks have a steering damper, which is like a shock absorber connected to the drag link and the front differential. This stops the inherent tendency for the front wheels, including the steering wheel, to wobble. When the damper wears out, hold on, it can get really bad! Replace the damper!
Stuck calipers do vibrate. But they also get VERY hot, and give off a strong burning metal smell. Also, the car will bog down like its really loosing power, because, one brake IS on, hard. Also, if it is a front caliper that is stuck, the steering wheel will vibrate in the direction of the stuck caliper.
Most mechanics don't even know about steering dampers, unless they are 4wd or truck mechanics. Old V.W.'s used to have steering dampers, back in the 60's and 70's. But most of those mechanics are retired by now.