The problem is with cheap wheels, and cheap tires.
If you had a set of 20" HRE's with a set of Michelin PSS's you wouldn't be posting.
Did they come with centering rings?
Might get a new set, if those are shitty, the wheel will never sit right and you'll always have vibrations.
For reference, many, many, cars today come with 20's from the factory, and none of them have issues with excessive vibration.