Thought I'd update this fun thread:
Dolder Grand, Zurich. Simply divine, with views over the city and lake.
St. Regis New York. The shower stall was a bit small, but the pressure was amazing and Remede products are my favorites.
St. James Montreal. Hated the hotel, but what a great shower.
Savoy. As others have said.
JW Marriott DC. I only mention this hotel for their Presidential Suite (1231) which has the same "smart" shower as the Dolder. Eight "nozzles," steam, light, music, and a million other unnecessary but fun features.