I would imagine electric shower is cheaper as you only heat the water as you need it. You have to heat the entire hot water tank to an acceptable temperature before having a central heating fired shower. I think it follows then that more energy would be spent having central heating showers. Plus of course you always overheat the tank so you won't run out of water!
A shower working from your exsisting sytem wil be much cheaper for you. The system uses hot water you already have. Electric heat up every drop they use... I have a shower working from my hot water and it it perfect.