Out of about 30 people I've questioned in my school so far, the results have been nearly 50-50, leaning, believe it or not, towards people who actually do pee. These are all guys, by the way... I seriously doubt any girl pees in the shower for the simple fact that they can't aim. Plus I don't wanna look like a crazy pervert stalker guy with a golden shower fetish.
Everybody who doesn't pee acts absolutely disgusted that I'd even ask such a question (a la gir and magus), and everybody who -does- pee acts like I'm an idiot because "everybody pees in the shower!" It's sort of funny... I suppose I could relate it to confirmation bias or something. These people are completely ignorant of each other's habits (which they would each find either foolish or disgusting), and it's actually split fairly evenly down the middle in terms of who does what.
Anyway, as a pee-er, I'm going to have to deliver my argument here:
1.) Pee is sterile. That's a simple fact. You're not going to inhale a few atoms of vapor and then get tuberculosis or something from your own pee.
2.) If you aim for the gutter like Taurus said, your pee will never touch you. Unless the drain is bad, and the water is up to your ankles or something, at which point you are in fact wading in your own pee dilluted water... that would be a situation when you don't pee.
3.) Literal -gallons- of water, often soapie water, are pouring down you and into your bathtub/shower stall at any given time, getting all over the place, eventually moving down the drain. No pee is going to stain there and smell the place up unless you're some kind of special education kid and decide to pee all over the curtain or some place the water doesn't reach. Again, key: aim for the gutter.
I've gotten into a lot of debates with non-pee people. None of them have really been able to hold a candle to this simple logic; their decision to not pee in the shower seems to be merely a matter of principle or upbringing. The simple fact is that, done correctly, you will not be "bathing in your own pee" nor will you be dirtying the place up for future users of the shower. To be completely disgusted by it is ultimately a bit neurotic; especially considering that a large percentage of people actually do it. It doesn't sound hygienical (is that a word), but frankly, there ain't nothin' wrong with it.