Like Dino said, the first thing I would check is for play in the tie rods. Lock the steering wheel, jack up one side of the car, grab the wheel on either side and see if you can get it to move in the way that normal turning would cause. If the tie rods are bad you'll get a little clunk with some play in the wheel. Check both sides this way.

If it's not the tie rods it could be a worn steering gearbox, but that's unlikely with our standard rack and pinion setup.