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Some dogs may do an intentional hearty shake from time to time. This behavior often displayed when a dog has an undesired experience, such as being tugged vigorously at the leash. You dog is literally "shaking off" the experience and moving on. It is also a method of 'rearranging the furniture and fixtures' as humans do when they brush back hair that's fallen into their eyes, stretching out muscles and tension, etc.
There is no health concern to this type of shaking, which can often be seen in some of the smaller breeds of dogs. However, if your dog is having a more seizure-like form of shaking where he is actually convulsing, you should call your veterinarian IMMEDIATELY!