When I caulk a tub I fill it with water so it causes a bigger crack to fill, and since the tub flexes when the water is drained the caulk moves up. This helps as people get in and out of the tub the caulk does not crack as soon. So in a shower you maight want to place some weights to pull the shower down.
On caulk lines ever one wants a smoth line. Since you have had problems you might want to try putting a thicker bead and not fingering it. It may not look as nice but it might hold better because it is thicker. I leared this trick from Wallside windows. I wanted a smooth bead and they would not do it because a thicker one holds better.
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