Definitely get the alignment, any time you are replacing steering or front susp parts. It takes very little to alter the alignment.

On the shimmy.. what kind of pads do you have? I have Axxis Deluxe Plus pads. Nearly zero dust. I love these pads, except.. they develop a brake shimmy after 5k miles. If I remove the pads and sand them.. its all perfect again for 5k miles. New rotors.. all that.

What's going on is that I am using high performance pads that are designed to be used much harder than what I am. The new rotors... they're about 10k old now, but they look brand new. Brand spanking new. Its because the pads aren't removing ANY metal at all. Zeeeero. So the rotors, and the pads, build up deposits that don't get burned off / ground off. Big heavy vehicle, zero healthy rotor wear, performance pads = shimmy braking at 70+ mph. The solution... replace the pads with ones that grind just a little bit off of the rotors and the pads, and deal with the front rims getting dusted out a little.

Actually, there might be another solution. Use the same no dust pads, but go with slotted drilled rotors so that they are less prone to deposits themselves, and, scrape the pads some. This is what I should have done!

Both of my Z3's have these same pads and have no issues.