I have a 2003 Vue and am noticing the front wheels shaking when I hit the brakes. I have new tires and front brakes and rotors. Any thoughts from anyone?

 

If you can feel it up through the brake pedal, you likely have a warped brake rotor.
Yes, they can come warped brand new out of the box.

 

I agree with derf. Having worked for Autozone for a 5 year stretch back in the days when they turned rotors, if a customer bought new rotors and then came back and said their wheels still shook, I'd give them the option of either letting me true them up on the brake lathe or get another pair. You may want to just go get some more while those are under warranty. None of the chain stores turn them anymore around here except for a few NAPA stores with an attached machine shop.