A fan is a must, but don't let it be an afterthought.
For a master bath: Splurge on an ultraquiet unit that won't wake up your mate during night trips. Make sure it has enough power for back-to-back showers, and put it on a timer so that you can let it run for 20 minutes to banish steam after you're done.
For a family or guest bath: A model with mid-range noise level and power will save you a few bucks. Or, spend a bit more for one with a humidity sensor so that you don't have to rely on kids or guests to turn it on.
For a powder room: Install a loud fan for maximum sound privacy near public areas. Opt for one with a built-in light, or wire it to a light switch so that it will turn on automatically.