Steering wheel shake

What is making my steering wheel shake when I brake. I’ve recently had the wheels aligned, rotated, balanced. Gotten new brake pads and rotors and the wheel still shakes when I brake. What could be the problem? It’s a 2001 Subaru Legacy with 130,000 miles on it. It’s well maintained.

Usually warped brake rotors.

Even though you got new rotors, if the shop that replaced the rotors (or any subsequent shop that might have removed/repaired/rotated your tires) used an impact wrench rather than a torque wrench to tighten the lug nuts, that likely warped your brand-new rotors.

Just to clarify, the shop may have way over-tightened the lug nuts because of the impact wrench that VDC mentioned.

I went to this shop for the shaking wheel. First they changed the back rotors and pads. It still shaked.
Then they replaced the front rotors and pads. It still shaked. A week later I went back and they smoothed out the front rotors and it braked smoothing for a short while, then went back to shaking. I guess I should take it back one more time and see if the rotors are covered by any warranty and try to get a replacement. What do you think?