Mojo doesn't like being sprayed with a spray bottle. He doesn't seem to mind it being sprayed beside him and he doesn't seem afraid of it, he simply seems annoyed when the water hits him and he'll walk away from it.
He absolutely loves being in the shower with me on his shower perch though. We don't have very strong water pressure so the lightest setting on our shower head is perfect for him. I just direct the water so that he can be in it fully if he wants but he can get out of it too. He usually chooses to be completely in the water flapping his wings, flipping upside down, and singing and talking like crazy. I don't think there's anything as entertaining as an amazon in the shower!
He showers with me at least once a week. I'd prefer at least a couple of times a week, but he doesn't seem to like getting up as early as I have to get ready for work so he usually just showers with me on weekends. I don't like to put him in the shower by himself in case the water temperature fluctuates for some reason. It doesn't happen often but I don't want to risk it.