After reading about a reader's problem with a vibration in their Falcon I thought I would tell you about our similar experience with my wife's 2004 Falcon XT. The steering wheel would start to vibrate badly, sometimes so badly that you had to pull over. Our mechanic found that the brake master cylinder was faulty causing the front bakes to be lightly applied all the time, which in turn was making the rotors get hot and warp slightly. Once he'd replaced it the problem was fixed, but before that was had to replace the steering column because the ignition switch broke, we also replaced the front discs because they were worn out, the brake master cylinder, and a leaking Welch plug. This was the first Ford we ever owned and it will be the last, we now have a Holden Captiva 5 and my wife loves it.
Thanks for the tip about the brake master cylinder; it's something worth considering by anyone with a vibration they can't fix.
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