Got a 2009 330s STI and I've noticed that at slow speed manoeuvres on left or right full lock and in forward or reverse the car judders and i can feel this vibration through the seat, the pedals and the wheel..... it really doesn't feel right. I noticed a bit of a whining sound at the same time when i had the window down... Im hoping this is something simple and not a major issue such as clutch etc. I can't seem to find any definitive answers but this question has been asked a lot.

 

I had similar, judder was felt through steering wheel too, it was my aux belt. It had stretched and needed readjusting. The judder and noise came from the belt slipping on the power steering pump.

 

This. Tighten/replace PAS belt.