Also, check to be sure the wheels are centered on the rotors. There is typically some kind of centering mechanism (might be on the hub, might be on the lugs) and if you just blindly crank the nuts on, you might be slightly off-center.
To check, jack the tire, loosen each nut slightly, then bang/jiggle the wheel/tire as you finger tighten them back on. What you may find is that you get one finger tight, then jiggle the rim, then the nut is "loose" again. What happened is that you got the tire into the proper alignment, which left more space for the nut.
This is way harder to type/explain than it is to do.
If you have aftermarket wheels without proper centering mechanisms, this can also be the case.
You may find that something is wrong with the brake job as well, like not getting the new rotor completely seated because of rust or a poorly fitting part, but it's worth checking the lug nuts and centering.