I've been chatting with another guy on BC about EXACTLY the same issue. We both noticed that turning the wheel just a touch to the left or right, there is a slight vibration. I just did two different rims and new tires and still had the problem. Then I took it in for a 4 wheel alignment and voila! no more vibration. Pain in the butt, but well worth all my trouble. And I was very careful to eliminate things as I went along.
No parts were replaced in the alignment. I was told that alignment is VERY sensitive in the 00+. (ours are SSEi, but I don't think that makes a difference).
Good luck with yours.