The first thing you should check is damage to the tyres and that they are all at equal pressures. If they are at way different pressures it could be causing the problem (bearing in mind that some cars have the front and back tyres at different pressures). The next thing to do is have the wheel balance check, as the balance weights dont need to fall off to affect the balance of the wheels. The third thing to check is the wheel allignment, although the usual effect of your wheel allignment being out is your car will keep pulling in one direction. After you have checked theese then check things such as tie rod ends etc, as profitbob said.