I have a two headed shower. We waste water each time 1 person showers because 1 valve controls both heads equally. What are my options aside from breaking the wall to install a second valve?

I've seen valves you can put up between the showerhead at the line to it... thats a quick way to stop water when you are soaping up you could put on the second head... then you would still have use of it when you want.

Remove the two heads, and replace it with a single head.

You do what I did. You put a chrome shower arm shut off on the shower head. Good luck, Tom