I know the cold feeling they speak of. When you step out of the water stream the air is moving quite fast with the very hot air raising out fast. Cooler air from outside the stall makes up for it.
OK, that said, why are the out of the water stream? I can only think of one reason, someone else is in it.
In my not so humble opinion, if you have company in the shower that should remove most of the cold you are feeling while out of the water stream.
Rich folks and their requests can be a PIA sometimes. Sometimes.
Like has been said, a typical H/L/F unit over the shower with GFI protection.
[This message has been edited by Speedy Petey (edited 01-22-2005).]