Floor to ceiling rock walls. An offset walled entrance to help keep the shower area itself warm, almost like a small maze to get in. This is how I designed my own bathroom and it's amazing, especially with two shower heads.
Open room and open shower designs use partial walls or wide open space to get by without doors. This means that the shower area needs to be large enough to be used without ruining any other bathroom fixtures. A partial wall stops most of the splattering but still feels very open.