Did you check all the steering system connections when you were greasing up the fittings? Be sure the pins are all on the castle nuts and theres nothing cracked or broken. Be sure to check the pittman arm and the steering shaft. Wheel bearings might do it, the best way to check is jack up the tires off the ground and grab the tire/wheel on the truck on the top and bottom and see if theres any play in the bearings. The other thing is alignment, excessive toe can cause it, my X had too much toe in and had steering wheel shake, after adjusting to 1/8" toe in, it was much better. The driveshaft U-joints can wear out and cause pretty severe vibration and shake at speed, if the vibration is really bad, they might need replacing.
If everything else checks out, it may just be the tires. Some particular brands/models get bad reviews because they just won't balance or cause constant vibration or shaking. You might want to check out reviews of your tires and see if this is the case.
