Filtering shower water is important. Here is a great blog post on shower filters.
I currently use a Sprite shower filter. You can buy these almost anywhere. I’m pretty sure they sell them at Whole Foods, and I know they sell them at Integral Yoga, since I purchase my new filters there. I change the filter every six months. I didn’t check the specs on this filter. The only problem I have with this filter is that the shower head doesn’t tilt down far enough. It’s not really a problem if you shower in your bathtub. However, I have a shower stall, so with the filter on the pipe, the stream is pushed out from the wall more and since it doesn’t bend enough, the water hits the wall behind me around my shoulders, which is doable, but inefficient.
Multipure, the company from which I buy my drinking water filter, makes a nice shower filter that looks like it’s a bit better than the Sprite. It seems like you would have the same problem I mentioned above with this shower filter. I have unsuccessfully searched through hardware stores looking for an angled pipe adapter to increase the bend in my shower pipe (this terminology is all wrong… sorry).
Here is a filter that Mercola recommends (warning, link has video that starts automatically). It looks like a great filter.
I know you were only asking about shower filters, Elizabeth, but I figured I’d mention bath filters here, too. I currently use a Cuzn bath ball water filter. I am not crazy about it. It has a whole lot of stuff that comes out of it when you first use it, and it takes about 4 – 6 entire bath fillings for that to stop. Also, water splashes around and out of it when it is filling, so nowhere near all the water you put into your bath gets filtered. I know of many other bath filters, but don’t know of any that are necessarily better.