Does the shaking seen to come from the entire vehicle or just part? Do you seem to feel it more in the seat or does it come from the steering wheel? When was the last time the brake system of you vehicle was serviced and what whas done?
Rusted or warped brake rotors are the most common cause of a shake or pulsations when the brakes are applied. If the shaking is most prominately felt in the steering wheel the issue is with the front rotors, if you feel it more in the seat the rear rotors are the issue. A build up of rust on the wheel hub (plate the rotor and wheel are attached to) will also cause a brake pulsation.
Another thing that may cause a shake or pulsation while braking is worn and loose steering components (primarily tie rod ends), worn and loose ball joints, or loose mounting hardware (nuts & bolts). The loose components will exagerate a slight pulsation making it feel much worse.
A brake pulsation may be an indication of a serious problem, I strongly suggest that you check to find the source (or have it checked) to be safe.
I would be happy to help you find the cause, please answer the questions from the begining of this post and provide any other information on the condition of your vehicle so we can solve your problem.