Read some of the threads in the Suspension subforum. I and others have had issues with steering wheel vibration at highway speeds, which some have seemed to resolve with new tires, wheels, or both. Others suggest it may be an inherent "harmonic" vibration due to the 5's stretched out platform (vs. the 3). I replaced the OEM tires at 18,000 miles because of a pronounced vibration in the front suspension at highway speeds, and while the vibration has diminished, it's still there. I've had two different shops attempt to balance the wheels, more than once, and it's still a problem. I'm looking to get a 4 wheel alignment in the spring, hopefully after some of the craters around here have been filled.
Also look for threads about camber issues. My understanding is that the first generation 5 owners believe weak springs in the rear (since beefed up in the second generation 5s) were eating tires and destroying the shocks. The latter may be true, but I think the aggressive negative camber of the rear wheels may be the culprit with the tire wear issues. Of course, not everyone has experienced this problem, but some have. My tires were definitely worn significantly on the inside shoulders.
Some here suggest these issues are the trade-off we pay for a better handling car.