If your are comfortable with washing your dog in the shower then it is fine, at least you can save money by skipping the pet store and you can have bonding time with your buddy. The advantage of going to the pet store is that it is more convenient for you not dealing with your wet dog at home. In our household, we wash our dogs in the backyard by using a hose and we do not mind getting wet since we are outside and it is also a way for us to bond with our pets. We never wash them inside the house or the shower because it would be really messy and parts of the house would get wet since the dogs are very active and always running around. There are seldom times that we go to the pet store but we always want to save money and shelling out some cash just to wash the dogs is really costly for us, so we would rather just do it ourselves at home.
I bathe my dogs in the backyard. I feel it is more sanitary that way. I don't know, as much as I love my dog, I just don't see myself bathing where I bathe him. I start thinking of micro-bacteria and viruses and it's a wrap. During the cold months I can bathe him in the laundry area, and the water will leave down the drain in the laundry room. If you live in an apartment, and don't have a small yard, then I suggest you take him to the pet store. You will be avoiding a lot of doggie drama.
I never even knew that some pet stores had self-serve pet cleaning rooms until just a few years ago, when I saw them for the first time. That is a fantastic idea, especially for people who live in apartments, and don't really have access to something like a utility sink to wash their pets, which is how we traditionally washed our dogs at home. None of them particularly liked getting baths, and in fact my oldest dog would only let me pick her up to put her into the tub. Anyone else in my family who tried it would get bitten by her, lol. I would usually get the utility sink filled with a few inches of lukewarm water, and keep the hose running into it at a gentle temperature while placing them in it gently. For the most part, as long as we weren't shocking them with hot or cold water, they would calm down fairly quickly and let us continue to bathe them. In fact, for my oldest dog, who was a medium sized coon hound, I believe the warm water was actually a bit comforting for her joints as she got older. The other thing is getting them in and out of the tub, you have to make them feel secure - don't be fumbling around with them making them feel like you're going to drop them. I never tried putting any of our dogs in our shower, since they hated it when we would squirt them with water guns, so the shower head would likely freak them out as well.
You could also use a small plastic pool. I don't think it is necessary to have your dog professionally groomed. I have bathed my friends dog outside in a small tub and have even used the bathtub in the summer when I am not bathing in it. It really depends on the size of your dog.
I have 3 dogs and 2 of them have thick coat that needs grooming sometimes. With bathing, I used to bring them to the grooming salon where the service includes trimming of nails. However, when we noticed that our dogs have ticks after going to the salon, we stopped that practice. Now I myself give my dogs a good bath every weekend. Well, a bath in the salon costs $10 each and I have 2 so that means I am saving $20 each week. Not bad eh?