In a recent study conducted by researchers at the University of Colorado at Boulder, shower heads were found to contain bacteria [1] potentially dangerous to those that had weakened immune systems. Moreover, the researchers found that not only will cleaning with bleach not kill the bacteria, but in one case the levels were found to be three times higher post cleaning.
According to an FAQ document provided by Laura K. Baumgartner, Ph.D., a researcher who worked the project, shower heads are full of nooks and crannies that provide an ideal home for bacteria and other microbes. This also makes cleaning them very hard. Even though products with bleach remove many microbes, these mycobacteria grow back (and chlorination does not keep them out) after cleaning. Links:
[1] http://www.moneypit.com/www.walletpop.com/blog/2009/09/15/showerheads-spew-bacteria
[2] http://www.moneypit.com/www.pall.com/pdf/AQFHC_HOMECARE.pdf
[3] http://www.moneypit.com/moneypit.com/content/showerheads-spew-bacteria