How do you construct shower walls from scratch? Like the question asked, I also need to know what goes on the walls from the studs out.

Start with cement board and cover with a membrane.

Looks like they removed the edit key, I wanted to add this Build Perfect Shower with Quick Pitch and Vinyl Waterproofing 1of2 - YouTube (http://www.youtube.com/watch?v=F1OTMWi1ktE)