Is your vehicle vibrating at certain speeds, say, between 50 and 70 mph? If so, chances are that at least one wheel is out of balance. The reason you feel vibration is that one section of your tire is heavier than the other because it's endured more exposure to the friction and heat of the road. You may also see scalloped, erratic wear patterns on your tires and feel vibration in more than just your steering wheel, including your seat or floorboard.
Every time a wheel is first mounted onto the rim with a new tire, it has to be balanced. The goal is to make sure the weight is even around the wheel.