Why does the front end of 08 Cobalt shake/shimmy when applying brakes?

Ok here it is my problem. My 08 Cobalt LT 2.2L front-end shakes/shimmies when the brake is applied. I notice the shake/shimmy more at higher speeds, but I still notice the shimmy at lower speeds too. This all started right after I put new used tires on after-market rims onto the cobalt. I replaced the front rotors’ hoping to end the problem, but it did not. I took the new rotors back to where I bought them to see if they were warped. They were warped as well, so I got a new set of rotors and put them on the car. The shimmy is still there. I was told that it might be a bent hub from over tightening the lugs. So if anyone could shed some light on what might be causing this, would be very helpful!