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Thanks dude, this is really useful. THIS is the kind of shower rail I was thinking about with supports on the long side but it's a good point about overloading the short end.
Can I just ask something about clipping it to the wall? My original idea was to clip it to the shower rail (at the front) - would that do the same thing? As you can see I've got a window in the way of attaching any pipes to the wall (but I do think that looks a lot better).
ReekBlefs-
Ah! I stand corrected, I hadn't spotted that rail. I assumed that you would put the showerhead over the long side of the bath, but having it over the tap-end makes more sense.
I don't know what you had in mind for "clipping" the shower head to the curtain rail. I can't think of a specific bit of hardware that would do that unless you wanted to cludge it together with a universal bike light mount, since the diameter of the shower rail will be much bigger than a shower riser.
One option would be to mount a bottom-entry (ooh-er!) shower arm above the window so it goes over the curtain rail. That would allow you to attach a flexible hose from the tap, although you'll need to check that the fitting on the arm is for a hose, rather than a compression fitting for a rigid pipe. You could even fit another diverter valve to the tap, so that you could have one hose to the overhead fitting and one hose to the handheld. I have this one and it works well.
ffm
If you want to feed the shower hose up the wall, you'll need to clip it to the wall somehow. Otherwise it will just be flopping around at head height within the area you're using to shower. So at that point you may as well install a run of rigid pipe on the wall with an arm to hold the showerhead, like this and then work out how to fit the flexible hose onto the bottom of the pipe.
I got an L-shaped shower curtain rail from Byretech and I'm really impressed with the quality. I'm guessing you'd want this one but, like @Airhead said, not cheap. You used to be able to get shower curtains with vertical fibreglass rods in them (from a company called Tuckwell), which were absolute genius because they made a freehanging curtain more like a cubicle and less of a clingy mess. Annoyingly, I think they've stopped production.
EDIT: I don't know if you can get oval shower rails with the supports on the long side. I guess that's because it would allow too much leverage on the fittings if someone pulled down on one end. Byretech do additional supports though.