As per previous answers there are a number of possible problems such as loose steering components and faulty rims and tyres.
To check the rims/tyres, you can jack up the front wheels one at a time, and spin them, then hold your hand against the tyre lightly as they spin. The tyre should run evenly around under your fingers, if it moves up and down at all, suspect dents in the rims (particularly the insides if they are alloy wheels) or faulty tyres. Also look carefully at the tread to see if the depth is even all the way around the tyre, tyres can come apart and bulge and this bulge will wear more than the rest of the tyre, you will feel it as a bump under your hand as the tyre is rotating, and means the tyre needs replacing.
The other check is to drive slowly down the road at a speed where you can feel the wheel judder, and then press gently on the brake pedal, adding some power to keep your speed up if necessary. If the feel changes significantly with braking, get your car checked for warped brake discs.