Sex in the tub can be a wonderful change of pace. Sex in the shower is not such a great idea; too many problems, but good tub-sex is good times! Your elbows will have to put up with some punishment, and you and your partner will have to be able to fit (hotel tubs are good for this). Even better it's spotaneous: playing in the tub getting out of hand. DO NOT use any sort of bathsoap or bubble bath. They can cause extremely painful UTI's (urinary tract infections) in BOTH sexes. That means guys too, and these infections in the male urinary tract must be cleared up by extremely expensive (read: over $100 per bottle) pills. Trust me.

Update: Sex in the tub takes a bit of practice. One must be careful to avoid interrupting the female lubricatory system. Water is a very poor lubricant and can wash away the important stuff.