Prefabricated Steam Shower Units. These pre-built steam shower units are put together and hooked up to the existing water supply. They are installed by a professional electrician and plumber. The cost of these units varies between $1099 and $4990.This does not include the cost of labor for the installation.o run the shower, the average cost is 10 to 25 cents per hour due to the electrical components. Note that a steam session uses little water. Taking a steam shower uses less water than a normal shower or a bath. A twenty minute steam session only uses two gallons of water.