What To Look For
Solar Shower: The least expensive camp showers you'll find are just basic water bladders that attract heat via sunlight and have a simple hose and spout for showering. These are a good compromise of convenience and expense but won't offer a powered wash.
Hanger: Make sure that the solar shower has a hanger and equipment that will properly hang from whatever surface you have available.
Water pump: To get more water pressure, you'll want a battery-powered water pump.
Water heater: For the most convenient, close-to-home showering experience, a water heater will provide warm water on demand. Ascertain what type of fuel is used and purchase that in addition to the shower. Of course, water heaters make showering more expensive.
Filter: Unless you're planning on bringing your own bottled water, having a filter will help clean natural water. You may also want to treat the water separately for large particles and microorganisms.
Design and hose length: Decide if you want a hose-style spray down or a traditional cascading shower. For the latter, you'll need a shower designed to hang or a hose long enough to be secured above you.
Common Pitfalls
Before even shopping for a camp shower, check to make sure that the campsite that you're traveling to doesn't offer showers. While many campsites don't have showers, some do, so this is worth checking. Don't forget to plan for a showering area. If you just intend to rinse off in your bathing suit you can get away with an open shower, but if you really want a full shower, sans clothing, you'll want a tent or some kind of covering. Don't feel you have to purchase an expensive shower tent, but consider how you'll set up an enclosure and bring suitable materials.
Where To Buy
Solar showers are widely available at outdoor retail shops. You can find them at Trails, REI and Backcountry among other camping and outdoor retailers. More complex units with pumps and water heaters are a bit rarer. Linked below in Resources find the Zodi Hot Camp Shower, a high-end unit that includes both a pump and a propane water heater.
Cost
Shower bags are inexpensive. You can find them anywhere between $10 and $30. They offer the convenience of having a shower combined with low expense. Simple pump units are slightly more expensive and can be found around $30. More complex showers and cleaners can run several hundred dollars. These offer the most convenient, comfortable shower, but you'll pay for it. Decide how much a good, warm shower will be worth to you on your average camping trip. Also consider the length of your trip and how long you'll have to go before having access to a bathroom shower. Shower tents and enclosures can be purchased for $50 to $200.
Accessories
Don't forget biodegradable camping soap.
Remember to bring appropriate shower clothing such as a bathing suit and flip flops.