Front brake shimmey

My front brake rotors have a terrible shimmey when applying brakes. I took the rotors off and had them turned, was careful to clean both mating surfaces to no avail--still a bad shimmey. I bought some new rotors off ebay and installed them--still a bad shimmey. I used a torque wrench to tighten rotors. What a pain. What could be the problem. Actually the new rotors are a little worse. Of course the new ones are a little more abrasive maybe amplyfying another problem. Is it possible to have new warped rotors. Dennis