First, a glazed tile or a typical porcelain tile is not helped by a sealer, it won't absorb any, and if it is left on the surface to dry, it will leave streaks that are a pain to clean off.
A stone tile, though, will benefit from a sealer, as well as the grout (unless you use an epoxy grout). There are various types of sealer, and some will darken the stone and grout. Not all of them do, though. An enhancing sealer makes it look closer to what it does when it is wet, but a typical sealer normally doesn't change the color much if any. Sealers come in both oil and water based, a water based one usually doesn't change the color.
As to how hard it is to install - there's nothing to it. Brush, or wipe it on, let it absorb, buff off any that doesn't get absorbed (like on the glazed tile surface) before it dries. Sometimes, they suggest a couple of coats...basically keep putting it on until it no longer absorbs any. Then, you're done. Not all sealers are created equal. A good sealer is not cheap and could cost $130/gallon or so. You don't need all that much, since a little goes a long way. A typical shower may not take more than a pint, and even that may give you enough to redo it in a few years. Depending on the use and how you clean the shower, you could get many years before it needs to get done again.
If the shower is built properly, you may never have to replace grout. it should not crack or fall out. If it gets mildew, the shower may not have been built properly, or you didn't let the exhaust fan run long enough after showering.
Industry standards call for caulk at the changes of plane (corners and floor/wall intersections). If grout is used there, there's a good chance it will crack. Some people decide to chance it since they like the look of grout instead. Nearly all grouts have a color matched caulk available if not from the same manufacturer, one of the places that specialzes in caulk.