These are from Jeff (Patrolman):
Not sure if you can just buy a heat exchanger already setup. Check out this link:
http://www.4crawler.com/4x4/CheapTricks/Shower.shtml

Looks like he used this kit which is kinda pricey. All you really need is the exchanger though.
http://www.hotwatercampingshowers.com/prod-priceRM.htm

Good home built design
http://biobug.org/jeep/zj/shower/

This is from Aaron (Funrover):

http://www.helton.com.au/shower%20units.htm