We have a shower curtain in our upstairs master bath and a door in our downstairs bathroom. I prefer the shower curtain. Sure, there are cheap shower curtains, especially liners, that make it look reallly cheap and gym-like. But, there are also a lot of other great options - you can even get custom printed ones. I have to replace the inner curtain/liner every couple of years, when washing it no longer gets the mildew out of the bottom. But, for a $10-15$ liner, it's no biggie. It's so much better than having to squeegie a door and better than having to clean it when kids/DH/guests don't do it.
I don't have any problems with it staying in place. If it starts to blow in while I'm showering, I just open it a little at opposite end from the shower head.
https://www.amazon.com/gp/product/B07DRGL9FP/ref=ppx_yo_dt_b_search_asin_title?ie=UTF8&th=1