I've installed crown in quite a few master bathrooms, but only in a few showers.

In the bath you can use regular wood crown.

For the shower consider one of the urethane foam crowns, they come in 8' lengths. Takes paint well, no warping, nothing for mold to dine upon. Never had a problem.

As to it looking odd, it depends on the design of your bath and the transition from the bathroom into the shower.

Are they two different spaces? Is it one open flowing space? Is there a soffit or transom that separates one from the other?

Mongo

Mongo,

Thanks for information. It is open space. The picture is below. Thanks for help.

With that photo, I'd say without a doubt if you're going to run crown in the bath run it over the shower as well.

I recommend you not use MDF crown.

If you go with wood, I recommend you not use finger-jointed due to the open nature of the shower. Depending on the quality of the finger jointed wood, repeated moisture swings can cause the joints to break, resulting in lines telegraphing through the paint at every glue line, which can be every 8" to 18".

For solid wood crown, back prime the wood (meaning prime the back of the crown as well as the front) before installing it, I recommend an oil primer.

If going with a synthetic (foam) molding, that will be most stable moisture-wise. It'll also be the least worry in regards to mold/mildew. The only limitation is that it comes in 8' lengths, so if you have a run longer than 8' you'll have a scarf joint somewhere along the run of molding. Not a worry though. Easy to do.

Mongo

Mongo, thanks for help!