If you have a shower wand, you can usually attach it directly to the shower filter, just like a shower head.  Some designs of wands will need a separate filter for the wand, or you can purchase a shower filter that is directly integrated into a shower wand, for easier installation and a more streamlined appearance.

Shower filters are relatively inexpensive, (go to Better Water Store for a great deal!) but will need to be replaced on a regular basis, depending on how many and how long of showers it is used for.  Once the filter has absorbed as much chlorine or other chemicals as it can hold, it’ll stop removing them, and you’ll be back where you started.  Even with regular replacement, the cost of the filters is still less than the benefits they can provide.