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I have to go back and check my receipt. Rotors and pads replaced, front calipers rebuilt but I can't remember weather bearings were done and what rotors were used, it's a turbo so I've always gone Pagid in the past.
Have you put a dial gauge micrometer on the rotors and taken a read out - I know this sounds a little out there but - but I had this issue and the rotors were not true (even new)- so under light braking the rotors made the wheel shimmy, if you hit the brakes hard there was no shimmy.
I'm pretty sure they checked the front wheel bearings since thats what I took it in for when they rebuilt the calipers.
I know my shocks are bad, could this affect in any way?
Check the master cylinder, the ABS unit, and the brake lines. If regular brake fluid changes have not been conducted throughout car's life, then those item can become corrupted by fouled brake fluid. In those components, look for a wax-like residue which forms from contaminated brake fluid.
I suspect that your car's master cylinder needs replacement.