You use a reguar recessed light housing, and get a "shower trim" for it. The shower trim has glass and a gasket. GFCI protection normally required for a light within the containment of a shower. The housing and the trim can be had for 20-25 bucks. I am told that there are shower trims on the market now that don't require a glass. They have a gasket where the lamp screws in, and have the lamp exposed. I personally wouldn't install that type, but they are rated for use in showers.
If, by chance, this is a steam shower you need a considerably more expensive light kit specially designed for steam showers. They are normally low voltage, with a remote transformer, and have a trim that seals like the porthole on a ship. They are very expensive. We're in the 300-400 dollar range here.
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