The biggest disadvantage to a steam shower versus a walk-in shower is that you have to have a door. If you just want a classic bathroom shower with great hydromassage jets, a digital sound systems, an iPod to play your favorite tunes, and a drenching ceiling rain system, you can create awraparound tile wall that lets you walk into the shower without having to open or shut a door. Once you have a door, you have issues. First of all, you have glass, which gets dirty easier, requires frequent cleaning, and has moving parts. Moving parts are more problematic than non-moving parts, obviously. And glass can break, of course. But if you want a steam room, which is the general purpose of this site, so if you have read this far then I assume you do (providing I have not just talked you out of it), then you need a door. You have two primary choices with doors: Sliding doors and swinging doors. Personally, I prefer swinging doors because there is less that can go wrong with a hinge than with a slide, which requires rollers, springs, and other equipment. The disavantage of a swinging door is that it takes up more space and gets in the way a bit more than a sliding door.
Swinging door:

Sliding door:
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Walk-in Shower (No Door)

Those pictures should give you a general idea of the door you want. Once you’ve picked out the style of door, you can look to different manufacturers to buy a door from. Since all you are really getting is glass and a hinge, there isn’t that much to worry about. I always recommend a big brand name, but you’ll pay more that way. There aren’t really any big name companies that make bad shower doors, so feel safe.
I recently had the framed door to a steam shower with a frameless 3/8″ thick door. 24″wide x 75″tall. Is there any reason I should have used thicker glass or not?