When you are playing in the shower it is best to use a lubricant that is good for that kind of activity. If you are going to have sex in the shower you will want to use a silicone based lubricant and not a water based one. There are several silicone based lubricants out there. However, silicone based lubricants are not safe for silicone toys, however you can use glass or hard plastic vibrators in combination with this lube.
One of the best on the market is Wet Platinum Classic, this is a silicone based product that is safe to use with condoms. This is a long lasting product that stays slick even in the water. It also has a indention to help with grip even when your hands are slippery.
Another good product is the Adam & Eve Silicone Lube. This is a great product to try, it is long lasting, slippery, and fabric friendly.
The third one I tried was Doc Johnson Silicone Unscented Lube. This product lasted quite awhile, and didn't get slippery towards the end like several of them do. One main thing I liked about this product was that it was unscented, it had absolutely no smell to it. I know a lot of people have allergies these days, and while that may be the last thing you are thinking about when you are in the shower, it is definitely a good thing to have an unscented version.
It is definitely a good idea to check out a few different products when you are looking for something to use in the shower, to see just which one works for you. There are also several sampler packs out there such as the ID Sampler, which contains 5 different tubes of different lubes for you to try.