Just leased my A5 on 10/3/2009 and it has the steering vibration/shimmy.
It occurs around 60 to 65 mph. Brought it back to the dealer on 10/5, picked up 10/6 after 3 tires were replaced. Brought back on 10/7 because the problem was still there. 4th tire was replaced on 10/7 but the car still has the problem. Dealer suggested that I drive the car to break in the tires but I think it's BS. I did some research and apparently an edmunds reviewer had the same problem with his S5. The dealer he was working with couldn't resolve the problem either until he, the reviewer, contacted Audi USA directly. They supplied the dealer with modified control arms that 100% resolved the problem. Since Audi hasn't officially said that the A5/S5 officially has this problem the dealer can't swap out the control arms unless Audi corporate directs them to and provides them with the modified arms.
Here's the link I found about this:
http://blogs.insideline.com/roadtest...n-wrap-up.html
As you can imagine I've had my car 1 week and it spent most of it in service. I'm going to my dealer tomorrow to demand they swap my control arms or give me a new car without this issue.
I know there are several people out there with this problem and hopefully if enough of us unhappy, unsatisfied disappointed customers speak up maybe we can finally get Audi to do the right thing.
The leases on the cars aren't cheap and we should all at least be getting what we're paying for.