The only way you'll get things to work for a while with water-based is to find a position/location where the water from the shower is not flowing right over the anatomy in use. Thicker is better, but they'll still rinse away fast if you're in the water.
Silicone is great for showers as long as you're careful to not get it on the floor, where it can be dangerous (any lube can be dangerous on the floor of a shower). Oils also work, but can bring their own issues.