Yes, you can install wire in advance. If you use conduit (required in some areas) then run the conduit to a junction box and put a cover on the box, but no need to run wires. If you don't use conduit, run a NM /2 or /3 cable into a junction box. Make sure there is plenty of excess on the cable (coil it up) to make installation easier). Cap each wire (except ground) with a wire nut.
/2 vs. /3 Normally you only need /2 for a light. However, over a shower you (or a future owner) may want a combination light/fan, which will require a /3 cable. Might even want heat/light/fan, which would require a /4 cable, but that is less common. So I'd probably go for a /3 - the extra cost is minimal.
In any case, put the end inside a proper junction box with a cover. That cover must remain accessible. If the ceiling is white, a standard white cover will do just fine and will hardly be noticeable.
As far as the other end, I would run it to the switch box for the bathroom. If you haven't already installed that box, I would put in a relatively large/deep box so that you have plenty of space for installation of additional switches in the future.