It's because of the physics engine, nothing ever wants to stay perfectly still. I've just gotten used to it--you really only notice it if your bot sits still for a long time.
If it really bothers you a lot, you can use tank treads. Those won't wobble at all. Also, the more polys a wheel has, the more stable it will be. Stock wheels like Slipperbottoms and shiny hubs generally shake more than DSL wheels like Techno wheels and Vlad wheels.