The requirement for a building permit and inspections varies in different parts of the country, and the extent of the modifications/additions you are doing whether they are required or not. Generally, building something like a shower would require a building permit, even if it is replacing an existing one. Some rural places don't always have a local building department, but then the state rules would apply, and all states require building permits, based on their set of rules. You can usually research that online before you decide.
The permit and inspections does add to the cost of the project. While some inspectors are rubber stamps, a lot of them actually do care about doing things right, and are your ally, should there be a problem with the build process. Note, they only enforce to the minimums, and you may want higher, and it doesn't look at the aesthetics, only the functionality of the project.
It's sad, but some studies have shown that 70-80% of tiled showers are not done according to industry standards. Doing it for a long time is not a guarantee it is being done well....some people just don't care, but there are a lot of people that just don't know! Some failures in a shower are evident nearly immediately, some can take years to show up, usually long after the typical 1-year warranty most people offer. Some just think it's normal, and that is supported by the quantity that aren't done properly. A properly built shower should last without issues until you decide to remodel, not because it failed. Modern materials should last essentially, forever.