WIthout insulation, you are conditioning the outside, your call since you may not need much during the year. Vapor barrier probably won't make much difference if the cavity is not sealed. In warm climates where they primarily air condition, they often put the vapor barrier towards the outside; in areas where they primarily heat, they put it on the inside. You are trying to keep the moisture from condensing on the cooler side. The shower wall is waterproof, I'd just install some in the wall to keep it a little mroe comfortable. You could stuff some up wall cavity above the shower walls. The kraft faced stuff is easier to install...you could slash the paper a little so you don't cause a "moisture sandwich".
Don't worry about the wires in the wall...won't cause any problems.