Parts replaced:
control arms
tie rods
added anti shimmy kit(bavauto)
urethane rack bushings
tightened sub-frame
switched rims and tires
bearings are tight
Out of all of this the only change has been from the rack bushing. That amplified the shimmy.
Now chasing a out of round hub-still don't think that's it. I'll update when I find out. If I ever find the problem.

Most often the shimy starts either in the ball joint, or where the sway bar mounts/ locates the control arm. The slightest amount of play transmits to a shimy at speeds. This problem is also common on other cars that use a similar front suspension. British Fords and Triumph TR7/8s come to mind. Triumph actually went to weights in the outer edges of the front bumpers on the convertible models to help negate the effects. I've seen the ball joints go bad and cause the problem. By the time you finally get around to fixing the ball joints, the mounting holes in the subframe have been elongated and the problem continues. The only solution is to tear it all apart and go thru everything piece by piece. One piece at a time just doesn't cut it, unless you get lucky. Every single component can cause the problem. When one part starts to fail, it causes premature wearing of the other parts.

have you had your wheels balanced recently? Have you had them re-checked by another shop? Are they straight? What brand control arms did you get? How good are your front shocks?

Dude, if you can't fix your car, you should buy a toyota!:D
--dennis

What about a bad shock? I had a pretty interesting vibration at about 75 with mine and one of my front shocks was blown out.

Come to think of it... I get a vibration at 40 mph. And it started after I installed the rear sway bar. What could that be?

Get the wheels roadfoce balanced.. you need less than 22bs. roadforce with the E21 or you need to rotate the tire on the rim to get it down.

And don't forget about the 2 plastic guide bushings that are in the ends of the rack, I have changed these in the car, but you need to remove the inner tie rods, To check them:
Turn the wheel to one side so the "rack" is extended all the way to one side, and wiggle the "rack" up and down. there should not be much movment, These cars have miles and I have done alot of these in the past few years.
Part # 32 11 1 116 910.
Jeff

I went under the car with a power handle and tightened the contral arms and the sub-frame which was about a 1/3 turn loose. Tighten everthing under the car, but do not overtighten. I would also make sure you are not overtightening the lug nuts. I found that if I just get the lug nuts snug and not super tight that I have just about eliminated the shimmy. Jack up the front and grab the tires at three and nine o'clock and wiggle to see if you have any play.

Check your upper strut bearings for wear or slop.

I would get rid of your bavauto anti shimmy kit and fill your control arm bushings with polyerethane. There is a DIY for this in the FAQ thread.

The bavauto kit is the reason your shimmy is coming in at 65mph instead of 55 mph, it is mostly useless.

Ok this is not my first 320i. The jack the car up and check the wheel for looseness has been done. It's the tightest setup I have ever checked. The tires were balanced by bavauto before they shipped. Checked 2 times since then. Road force came in at 8bs. The shocks are stiff and doubt that one is blown. I have yet to check the upper strut bearing.
Oh and Dennis I already own a toyota...you want it?heh

Are your wheels straight? What brand control arms did you get?

previous questions still stand. I agree. Ditch the anti shimmy kit & see what it does. fill those bushings with urethane.

Doug-
The strut bearings were new when I built the suspension.
So heres an update. Sorry if I step in by too far by posting this, Doug, but now I'm in on this thing now. The weirdest part of this vibration is that it is harmonic. It comes and goes regularly at a cruise or decel, but is not as noticeable on accelleration, kind of like a driveline phenomenon, but it is in the steering wheel.

1) VERY minor play in ball joints and tie rods.
2) All tires roadforce within 10 lbs.
3) front wheels had been balanced statically, we rebalanced all wheels dynamically to within 7 grams total per wheel. Decent improvement, but not gone.
4) Maybe slight play in the steering rack.

My thoughts are most likely the steering rack, followed by possibly filling they sway bar/control arm bushings with urethane. The rack doesn't have the up/down play at the ends like JD mentions, but side-to-side play that doesn't seem to adjust out (if you're right, Doug) with the preload adjustment. Doug has another rack (with damper) available.

As a sidenote, those of you running 15"s, I reccomend the Kumho ASX(?) tires. They balance out very well and roadforce phenomal. Never mind the fact that Dougs car shimmies like a cheap belly dancer!:stickoutt
--dennis, for nowloadingrage(doug)

Installed and aligned front and rear caster/camber kits today. My first test drive was today on the way home from work. That was the smoothest ride I have ever had in that car. The shimmy is gone. Go figure. One last thing that has become apparent is a wheel bearing going out. The wheel feels tight yet I am hearing groaning on sharp left turns. Thinking the inner bearing is about to eat itself. Just maybe that could be the original cause but by straighting up the wheel with the kit took most of the strain off that bearing. Just a thought.

Check your upper strut bearings for wear or slop.

I would get rid of your bavauto anti shimmy kit and fill your control arm bushings with polyerethane. There is a DIY for this in the FAQ thread.

The bavauto kit is the reason your shimmy is coming in at 65mph instead of 55 mph, it is mostly useless.

I had the shimmy bad, like really bad at 55mph. I put the shimmy kit on and it was 100% resolved...

Drove the car to work yesterday and the shimmy is back. It is a 13 mile trip and that front bearing is making more and more noise. So it will be parked until Monday when the new bearings show up. So we will see if that was the gremlin all along.

Switched rims and tires you said? What are the rims on the car? stock wheels, aftermarket?

Switched rims and tires you said? What are the rims on the car? stock wheels, aftermarket?
Fake Alpina's from bavauto. 15"

I'd assume those are a proper centerbore, but does anyone know for sure?

I'd guess upper strut bearings would be something to look at next.

New wheel bearings installed, front end still groans...Turns out the exhaust was hitting the drive shaft on hard left turns. So there is still a 65-70mph shimmy and I give up for awhile. As much as I hate to I am going to just live with it for now. I would like to get the final drive switched from 3.91 to 3.64, add a oil cooler, add a inner cooler, get air dam fixed, and get the driver's seat recovered before the Vintage. In the real world I only see about half of that getting done in time.