Shaking
What is curious to me is that the shaking, based on your post, is intermittent or stops and starts during your drive. Some questions to answer would be: when does this shaking occur; is it speed related; only on turns; can I make it stop somehow by stopping the vehicle and then continued driving?
Some thoughts on what it could be: loose lug nuts; tire(s) out of balance; tire failure; bad shocks; worn out u-joint(s); warped brake rotor(s); bearings.
If the shaking is speed related it would most likely be a bad tire where the tread/belts are failing or the tire(s) are out of balance. Typically this kind of problem goes away if you drive slower or sometimes faster. For tire balance issues, there is typically a speed that makes this problem very apparent. The loose lug nuts one sounds funny but can be a very serious issue. I had mags on an older chevy 1/2 ton and I still don't know if someone was trying to steel them at the auto parts store or what but I drove in fine and then drove away with a shimmy/shake. Made it about a mile away and the thing fell off my truck! Not fun. Some mags do have a history of lug nut issues. Make sure that the wheel is true and straight on the hub before tightening the lug nuts as it can get tightened but in a crooked orientation sometimes. If the shaking occurs after a hump or bump in the road and continues for repeated oscillations or repetitions than it is likely a shock or two that is bad. This kind of shaking is usually what the old timers would call the love boat ride because it just kind of floats along after a hump/bump. You can test the shocks by stepping on the bumper and bouncing the vehicle once and then jump off. If the car bounces more than one time up and down, then it is likely bad shocks. Worn u-joints or universal joints could cause some shaking but these usually just fail by breaking and then you have no drive shaft. You can check these by visual inspection and by attempting to turn the driveshaft both directions only partial turn with the vehicle in park. You should be able to rotate both directions only 1/8 inch to 1/4 inch before the gears engage. You should observe a little to no play in the u-joint. Any excessive play in the u-joint would warrant replacement. Warped brake rotors can cause vibration really only during a braking condition and the shaking may be more or less depending on how hard you press the brakes. Testing this is fairly simple, just try a variation of breaking pressures at a variation of speeds. Repair of this would be full replacement of the rotor with new pads. Replace pads for both sides at same time for uniform breaking. Bearings could be bad but not likely the cause of shaking. My parents have a 2005 Avalanche that had a front bearing go out on a road trip. The ABS light came on for a few mile before the thing literally fell apart. I don't recall them noticing any shimmy/shake though.
Take some time to investigate these things and let me know if you are able to get a more fine tuned description of the problem.