Do I need to shut off main water when changing valve stems in a shower?

Yes, and make sure the waterpressure has been released from the system (open a valve or fawcett somewhere) and then proceed

If you are working on the shower itself and it has stops, all you need to do is shut the stops off. Shutting off the main valve can create problems by not letting water flow in and out of the hot water heater inlet to accommodate expansion and contraction. As long as you have a hot water tap open, you are OK.

M ost of the newer tub/shower valves have built in stops in the valve body where the supply connects to the valve. These are called "screwdriver stops" and use a screwdriver to turn the stem instead of a handle. Good luck, Tom