What are some permanent shower shelf options?
Buy/find/scrape up a small piece of corian. I'll bet you might find something online, or even better, go to a countertop maker in your area. They will surely have some scraps that you can take off their hands for a small fee. A square foot piece is scrap to them, so they might as well make a few dollars extra from it.

Cut into a triangular shape, to fit into a corner of the shower. You might also choose a quarter quadrant of a circle as the shape. The nice thing about corian is it works well with saws, routers, hand saws, files, etc. And you can sand the edges smooth, even to a glossy finish. Make a pair of blocks from the same corian, 1 inch high, and as long as the edges of your triangular shape. These will be supports for the shelf.

Now, glue the supports to the wall of the stall, using a high quality silicon as an adhesive. Angle the shelf just slightly down, so that any water on it will drain properly, but not enough so that something placed on it will freely slide off. Glue down the shelf with the same silicon to the supports and to the wall.