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1. Warped Brake Rotors. This is the most common cause of a steering wheel shaking while braking. I would say that about 99% of the time a warped rotor is causing your steering wheel to shake when you step on the brake pedal. Most of the time you will also notice a shaking or pulsing in your brake pedal as well.
Excessive toe-in can induce a bear of a shake. It causes the tires to fight each other for traction and the rapid release/traction cycle can cause a shake. It also wears tires unevenly, which causes its own problems. Toe settings vary by suspension design so start with the specs that the original manufacturer determined for the suspension under your car.