Safety is an obvious, yet often overlooked, consideration. Let's not underplay the seriousness of this: shower sex is a really good way to break your neck. It's a very dangerous exercise to undertake and its crucial to ensure that nobody will slip or fall.
There are so many ways this can happen (e.g. you can slip over a bath in a shower-over-bath setup, or fall through a glass door and smash it in a standalone shower), plus there are lots of places you can hit your head and every other important part of your body.
As such, shower sex really needs to involve basic standing positions where everyone's feet are on the ground. You should avoid propping up your body onto anything, even if you think it's stable enough to do so, so stay away from using rails and taps. It's likely that with pressure, you'll literally pull these off the walls when you add body weight to them.
If you do need some extra help for stability, check out the suction-based handles and foot rests you can buy online. Sure, they are supposed to be for shaving your legs or to aid elderly people in safe showering, but there's no reason these can't be used for sex. Ugly as they may be, I can highly recommend non-stick mats for the floor (and even walls, if you're that game) of your shower and/or bath. These can be, quite literally, lifesavers.
When you're about to embark on shower sex, the last thing you'll probably think you'll need is lubricant. Surely when you're wet, the last thing necessary for sex is more liquid, right? This is usually the biggest mistake newbies to shower sex make: lube is key in allowing any kind of pleasurable friction when water is already pouring overhead.
Unfortunately, your standard water-based lube that you'll pick up in the supermarket will wash right away in the shower and isn't very useful. Instead, you need a silicon-based formula. I'd advise actually keeping it in the shower with your shampoo and conditioner, so you don't forget this essential.
Further, if you're having heterosexual sex, condoms aren't approved for wet conditions. Ensure you have another back-up birth control method, like the pill or IUD, in place.
As far as positions go, you have five main options. Unless one party don't mind shivering-whilst-sexing, all of them require a shower head that's able to cover both of you with warm water simultaneously.
Bending over in traditional doggy-style, with one person's hands up against the wall (and all four feet firmly on the ground, preferably on a non-slip mat) is probably the easiest position for most shower sex-curious people to successfully undertake. This position can allow you to be a little rough with each other without sacrificing too much safety.
When you're the same height or you are shorter, having your back against the shower wall is a good idea. You can wrap one leg around your partner for optimal stability. If your partner is a significantly strong person, you could even try wrapping both legs around them so they're propping you up.
Oral sex is likely the most accessible kind of shower sex because there's significantly less bodily movement involved by both partners. Either of you can get down on your knees and have complete stability while the other one enjoys the ride. When you switch, things can get slippery and difficult, so treat this part with caution.
If there's a bath involved, you don't have to have vertical sex. Standard cowgirl/boy style can work. Pending the size of your bath, one of you can lie. Sometimes it's hard to figure out where the straddler's legs should go, though, so having a basic level of yogi-like flexibility will come in handy here too.
Last, but certainly not least, involves buying some sort of shower seat or bench. If you have one of these "love chairs", you're golden. One partner sits on the chair, and the other sits on top. Both of you can retain a reasonably-high amount of control and general ability to enjoy yourselves. It's also quite intimate, because you don't have to put so much focus into not falling over.
