Well there is always the option of doggy style, that way she can lean against the shower walls, but it's almost always more hassle then it's worth. Plus, you think you get hot during regualr sex, just add a constant stream of hot water to the mix.
Other places that hollywood has glorifed as good places to have sex, but in fact are not; The Bathtub (unless it's like one of those huge ones) and the stairs.