They're all synonyms really, but you might want to select a word based on what caused it. They're all slight or great convulsions of the body, like shaking.
"The dead body made him shudder in disgust."
"A cold wind blew causing me to shiver."
"Thinking she saw a ghost, she trembled in fear."
"Suddenly the earth began to quake under my feet."
"Now with her secret out, she could do no more than stand with her lip quivering."
Shiver, tremble and quiver are minor actions, where quake and shudder are more of a violent movement.