Almost always the front rotors. Uneven pad deposits or a rotor that wobbles on the hub make the pads grab and release many times a second, and you feel it in the wheel and pedal. New front rotors and pads run about $574 to $698 at a shop (RepairPal). It's safe to drive gently for a week or two, but book it, because the shake gets worse and lengthens stopping distance.
Check your front caliper first. With grey single-piston calipers (most 320i, 328i and 330i), buy Akebono Euro Ceramic EUR1561A for low dust ($94.99) or the OE-number 34106799801 pad for OE feel ($64.99 to $83.99). With four-piston calipers (stock 335i, or M Sport brakes), buy Akebono EUR1880 ($119.99), or Hawk HPS 5.0 HB765B.664 ($189.89) for more bite. Prices are Turner's, October 2026.
Akebono Euro Ceramic is the low-dust pad BMW owners recommend most, and on an F30 it costs about the same as OE pads ($94.99 single-piston, $119.99 four-piston at Turner, October 2026). Expect softer cold bite than BMW's own pads. On a G20 or G01 X3, BimmerWorld's DFC ceramics ($59.99 base, $68.99 M Sport) are the low-cost choice. Check your caliper first, because the pad shape changes with the brake package.