I bought a waterproof niche form which fit between the studs before the dry wall was in place. Then the niche was tiled. I bought my 16x16 niche at the tile distributor, but you can order them online in various sizes and shapes (just google "shower niche"). Mine cost approx. $65.00
I'd show you a picture if I can figure to how to post it.

Go by just about any tile store & pick up a niche--your tile guys will know what to do--they'll cut the backerboard and slide it in. If you'd prefer corner shelves most tile stores have them in stock & I wouldn't think it would be hard to match a matte white close enough to pass muster (so it doesn't have to be Daltile brand). Just keep in mind that the shelves that are not recessed can be a hazard--I should know, I just about knocked myself out on the ones in DM's guest bath shower.