First off, grout sealer is only to help keep the grout clean(er) than it would be without. It will help by helping to repell some stains, sort of like using a Teflon pan...things don't stick to it, so they wash off easier. It will do nothing to waterproof the shower.
So, to help keep things clean, unless they used epoxy grout, a sealer will help. Is it necessary, no.
Not all sealers are created equal, and the good stuff is not cheap - like $150+/gallon (now you should need nowhere near that amount, but like most things, smaller bottles often cost more per unit). One I like and have used is made by Stonetech. Depending on use and the type you install, you might have to reapply anywhere from once every 6-months to many years. Check out the store at www.johnbridge.com and their website for help with tiling.