and grout are not supposed to stop the water, so sealing is not any kind of solution in my opinion, and may even serve to trap water when it does get behind. Only time I consider it is if you have a natural stone that is prone to staining and it is in a kitchen.
Any wet area installation (tub/shower) needs to have a waterproofing membrane behind it. Hydroban, Kerdi, etc... lots of options out there.
I use Hydroban on my tubs and showers when I tile. And lots of times I even hydroban the bathroom floor too (wrapping a couple inches up the wall) just for extra protection.
Just don't let someone talk you into a tub/shower tile job without using some kind of waterproofing product. The tile/grout wont ever serve that purpose, no matter what sealer or fancy super epoxy or urethane grout you use. Check out various manufacturers literature and TCNA guidelines on this stuff if you don't believe me.
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