There are many ways to cover the walls of a shower cubicle, but the old standard of tile remains one of the best. It's not the easiest method, but it's something you can do yourself in a few days with the right materials and tools. If done right, a tiled shower will last for years. Purchase self-spacing tiles (they have nubs on the sides) so you don't have to insert spacers as you hang the tiles.
Mark a horizontal line at the bottom of one wall of cubicle with a level and pencil. Position the line so it is above the shower floor by the height of a tile, plus 1/4 inch. Mark a vertical line through the centre of the wall, intersecting the horizontal line.
Spread thinset mortar along the bottom part of the cubicle, from the floor to above the horizontal line. Set the bottom row of tiles in the mortar, with top edges of the tiles lined up under the horizontal line (you'll be able to see the line through the mortar). Start the row at the middle, on either side of the vertical line, and work out sideways. The nubs on the sides of the tiles will space them from each other. Cut the tiles at the ends as needed, using a wetsaw.
Spread additional mortar higher on the wall and build up the wall in a grid with more tiles, setting each row from the middle and building outward. Cut around the shower fixtures as necessary with the wetsaw. Do the whole wall.
Repeat the process for each wall of the shower. Let the mortar set overnight.
Grout the walls, pressing the grout across the surface with a grout float, forcing it into the spaces. Don't grout the lines along the corners, between the walls or along the floor. Wipe up the excess grout from the tile face with a damp sponge.
Let the set for 24 hours. Run beads of caulk along the corners that you left open before, filling them. Let the whole thing set for another 48 hours before using the shower.
Wear eye protection when you cut the tiles.