As for vibration...my guess goes with alignment. If your car has been pulled, then your alignment needs to be done again. As for brakes, some sound or even uneven stopping is expected right after install. Brake rotors are made of iron, and pads are simple carbon...at least the regular ones found in stock cars. These parts are relatively cheap and aren't made to the fullest precision...so expect a little break-in period.
As for clicking while turning...that's a sure-fire sign of a CV joint gone bad. Get that checked out ASAP.