I have to say, I'm having a very similar problem since owning the car. I hope you don't mind me bumming off of your thread, greenerob.
I have very similar symptoms. My steering wheel shakes a lot only at speeds above 70, pretty much starting around 75 and increasing with speed. Anything lower and the car feels absolutely fine. It actually feels like the whole car is vibrating due to it, though I can't really tell if it is or if it just seems that way from me holding a shaking wheel.

When I release the wheel, it has a pretty constant shimmy to it, but the car doesn't seem to follow along with it, and when I hold the wheel at neutral I can feel the wheel wandering very slightly in my hands, but the car doesn't seem to be doing so and tracks straight. If I had to isolate it where it
feels like it's coming from, it feels like the vibration is coming from up at the right front.
To give a little history on the car besides the basics in my sig that may clue someone in to the potential issues, it was in an accident and sold at an auction as a repairable collision, where it ended up in the hands of the auto body shop owner from whom I bought it. It sat on his lot pretty much only moving from one parking space to another for a good 5 years prior to my ownership. And about a month ago I put on a new set of Michelin Pilot Sport A/S Plus tires at a local tire chain where the guys there take really good care of me and my cars so I know alignment and balance are right on. The tires are just getting to around 500 miles on them.
Could the right front wheel be slightly off due to the collision? What are other possibilities? Strut? Bad CV joint boot?
I'm really debating bringing it to the local Porsche dealer to have them look it over or to my own mechanic, just to at least try to isolate where the trouble is so I can go about getting the right things fixed.