The LAST thing buying a standard shower door will do is save you money!
Escaping steam means escaping moisture and that translates into moisture damage. Walls, floors, ceilings, mirrors, fixtures, and outlets can all suffer moisture damage which allows for the growth of bacteria, mold, and mildew. Remedying these concerns (gutting and rebuilding) can be very, very expensive, highly inconvenient, and just plain unhealthy.
Another downside to escaping steam is that your steam shower environment will suffer from disproportionate room temperatures. In many instances the temperature sensor (usually inside the control) is installed across the room from the door and will not sense these cold spots right away. Complicated further by the fact that heat rises, the areas nearest the door will have difficulty maintaining your preferred temperature.
Steam shower doors are not all that expensive, either. Check out this link to learn more about steam shower doors www.steamsaunabath.com/catalog/all_about_steam_rooms_doors.php#doors
and this link to see pricing and options www.steamsaunabath.com/catalog/index.php/cPath/64_95