Yeah I'd think a couple feet deep would probably be fine, not counting the space rocks take up, a 4'x4'x2' hole would hold 239 gallons:http://www.dep.state.pa.us/dep/deputate/waterops/redesign/calculators/volcalchtm.htm
For drainage you could use a Dutch Well. Its just like maybe 4'x4' hole dug in your shower floor area, and then filled back in with any 2" or larger rocks, and then top it off with some kind of deck on top that drains and is comfortable to stand on. It'll collect lots of water and then let it soak into the surrounding soil without getting muddy on top.