Yeah, my RX does wander a little too. Not enough to make me po'd enough to do something about it. You CAN take it to an alignment shop and get a more toe in and positive caster, which will make the car track straighter. You do not have to go with the factory settings, although too much toe in and you will wear out the front tires. Here is a good explanation:
http://www.ozebiz.com.au/racetech/theory/align.html