I read that a new technique is
tiles (top most layer)
bondable waterproof membrane
mud job, sloped (bottom most layer)
The purported advantage of the new method is less work, and the mortar
bed do not get soaked in water constantly.
Setting tiles on a membrane sounds kind of scary.

I used this "new" technique in our own shower (a large 6'x6' double shower
area). I used a membrane called "Schluter Kerdi" and their proprietary
drain system. I found it to be easy to work with, and really liked the idea
of keeping water out of the mortar bed. It conforms to odd shaped showers
easily, and is easy to repair if you accidently puncture it. It's a bit
more expensive, but you can save a lot of labor with it (one mud bed
instead of two).

It's actually a fairly rugged membrane, so floating thinset over the top to
install the tile was no problem.

I was rather skeptical when I decided to try it, but am now a firm believer
in the system and can highly recommend it.

You can find a lot more information about the system on the John Bridge
Tile Forum. Lot's of great guys/gals and helpful advice there...

Take care,

Anthony