If your shower has no built-in shelves of any kind, there is a good chance that you are going to add some kind of shelving to it. One option is to simply place a floor-standing caddy in a corner of the shower. It is much simpler than incorporating shelves into the wall of the shower itself. Some of these are made of metal, while others are made of plastic or wood. The style you choose should depend on the style of the bathroom and your budget.
Two examples – I love the wooden one:
3-tier corner shower caddies pictured:
Left: Three Tier Shower Caddy, Chrome by Homebasix
Right: Corner Stand with Square Legs 397 by Aqua Teak