No our cars, regardless of the models should NOT have a shimmy. Anyone who tells you this is normal is blowing smoke. As you feel it in the wheel, that elimnates most the other rotating components such as engine or drive shaft.
The alignment would have to be pretty far out to cause a shimmy. It's either something is not balanced or something's not round. As others have said when this happens you need to have the tire balanced on the hunter ROAD FORCE balancer. All BMW dealers are suppose to have this. You can have a tire that balances and spins true on a normal balancing machine. But under load, it may no longer be round or roll smoothly due to a defect in internal construction that cannot be seen.
As a minimum I would insist on seeing at least the front tires spun on the balance machine. I'm expecting that they know how to balance the tire properly with the weights. Check for the wheel running true (both inside and outside beads), check that the outer diameter of the tire runs true and does not have a hop in it, and check that the tread runs straight and is not weaving back and forth as it spins. ANY of these defects will cause a shimmy. If it passes all the visual tests it will need to be put under road force loads, which is a drum that presses against the tire simulating the weight of the car. It measures the conistency of the rotating diameter under load. This almost always finds the problem. I know a real good reading is like 4 or less and anything over 10 is likely to be felt (not sure what the units are).
I had a similar issue when I purchased Yokohama tires for our E46 (never again). For whatever reason they do not seem to understand the point of the tire is to be perfectly round! After having one tire replaced, the best 2 on the front still yielded a small high speed shimmy in the steering wheel. They can never be rotated becasue the tires now on the back are so bad. Just waiting to burn them up and replace them.
Last edited by kbsilver; 01-06-2012 at 02:54 PM.