The bathroom is the one room with the most vulnerability for moisture and mold issues.  Without proper ventilation, moisture condenses on walls and floor and the result is more spore growth. The effect over time is discoloration in grout and any crevice in the room. This is one reason why some customers complain about the difficulty of keeping caulked seams and tiled areas clean and looking new.

Even if your bathroom and shower has an opened wall to a master bedroom, it doesn't hurt to have the extra ventilation. Most local codes nation wide now require installation of forced air ventilation fans ducted to the exterior wall when building or even remodeling a bathroom.

Unfortunately, many home owners will have a separate switch installed for the fan, because of the intrusive noise they tend to make. The higher priced fans are quieter and will most likely feature a light fixture or perhaps a heat lamp. In any case, if you're going to the expense of having one installed it should be connected to the main light switch of the room, so that it will be used.