Is it actually a full-out wobble, or just a really hard and fast shake?
A wobble that throws your wheel left and right is a fairly big issue... Normally to do with the tightening of the lug-nuts.
A rapid shake could be something as small as needing a balance on one or more wheels (weights can sometimes fall off, due to many factors... Dropping the tire too hard, catching curbs, etc).
does your car have hub-centric rings and if so, did you make sure all the hub-centric rings were on the wheels before installing them on the car? If you're missing a hub ring, it's possible the wheel isn't perfectly centered.