Steering wheel shake / brakes don't feel smooth

If I take an exit off the freeway and the turn off is short to the point where I have to apply the brakes firmly for a few seconds, I get a shake / vibration in my steering wheel and it feels like its bouncing around or loose. At the same time (at high speeds as well as low speeds) when I press and hold down the brake (doesn't need to be firm), there is a noticeable feeling where it feels like something is uneven and I'm lurching back and forth.

Does this sound like the two could be related? I'm not sure how to diagnose this.. =\

 

Warped rotors.

 

Will these fit? http://brembo.mycarparts.net/products/Brembo-09B46111?product_application_id=5796475592

Also, I believe that brake pads should be replaced at the same time, but are steel braided brake lines something I should look into?

 

I had the same issue with my 05 I bought recently. Bought new rotors and brake pads and it's super smooth now. Found the set on Amazon cheap with good reviews. They are called powerstop k137 rotors I think with element ceramic brake pads. The rotors are drilled/slotted. Much better than stock in my opinion.