RCD's give protection against electric shock, by limiting the current and the duration to which humans and livestock may be subjected. In the shower you're wet, so a higher potential (geddit?) risk of shock exists. Outside the house you are also at greater risk so sockets likely to be used for outside equipment (e.g. garage and ground floor) should also offer this protection.
As any old tat can be plugged into a socket outlet, it makes a lot of sense to have ALL your sockets on RCD, except that there are appliance that naturally have a leakage of current to earth (cookers, some 'white' appliances, computers) Also, some kitchen sockets may experience damp conditions (behind your washing machine, for example) which may cause so-called nuisance tripping. And there may be some appliances (freezer) which you don't want to ever be turned off (like when you're away on holiday). So...
Shower and all sockets on RCD. Cooker, lights, central heating, immersion heater and any other fixed equipment on main switch. Andconsider installing separate radial circuits to supply your freezer, tropical aquarium heater or any other ideally non-interruptable appliances.