I have been having a problem where my 3 has a slight vibration while driving, when I apply the brakes i get a bad vibration, steering wheel shake and pedal pulsation this happens at any speed decrease but worse the faster I'm going. Just did all new rotors and pads. And the symptoms are still there. Bad caliper? The rear looked a little iffy, or some other issue? Please all help appreciated.

 

Start checking front suspension and steering components. Also, check your shocks.

 

I get this too, I think it's either warped rotors, or rotors which weren't broken in properly and get brake pad gunk on them. (my descriptive term, I forget the correct term.)

 

I had the same problem and had a leaking front strut. Replaced the struts and rides perfect.