I just replaced the Front control arms with Meyle HD's and it is still doing it. I could replace the uppers and all the ball joints, the tie rods and the brake discs which would most likely fix the issue but that would be almost $1000.

Is there any tests that I can do to narrow the problem?

I've searched on this forum and others and it is either

* Loose suspension components
* Warped Discs
* Unbalanced Tyres

The tyres were new (and I presume properly balanced) when I bought it and the shimmy was there so I can semi rule that out so I'm down to warped discs or loose front suspension (except the front control arms)

I should also say that I am very adverse to taking it to a dealer or a mechanic as to replace parts bought from the USA is most times cheaper than a basic diagnosis in Australia....... And no I'm not exaggerating (My mate owns an Audi Q5 and the dealer wanted $5000 for parts and labour to replace - wait for it - all four brake rotors and pads....)

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2004 E53 4.4L N62