What kind of shaking; a normal "whole body shake" like horses do when they get up from rolling, or more like twitching?
If it's a "whole-body shake" :) like after a good roll, I would check my saddle pad and cinch to make sure there isn't anything poking him, and that the cinch is comfortably positioned/tightened. It would probably be a good idea to check the saddle fit too, though I wouldn't exactly expect him to shake if saddle fit's the issue. :)
If it's twitching, it could be a health issue, though if it only happens when you saddle, I doubt that this is the case.
A horse in hand is worth a herd in the hills.