A ceiling heat lamp should be placed over an empty space so that it doesn't overheat anything in the room. Putting the heat lamp over the shower rod could start a fire and over a toilet seat could make the seat too warm and burn someone.
over the toilet
You'd need to run the wires from your audio source up into your attic and then install the speakers. If your bathroom isn't on the top floor you should use wallspeakers.
Above where you stand or sit when you are wet and cold in the bathroom after bathing or showering. Not in the shower area itself.
Ceiling fans in bathrooms are usually installed in the centre of the room. This way the whole room will get an even extraction and change of air.
You install the plumbing along with the bathroom.
TABALU
You would install a ceiling light by first reading the instructions listed in the packaging. You would then buy the right voltage of lighting and install.
It is fairly difficult to install ceiling speakers. You should hire a professional if you do not have experience doing projects like this.
The ceiling fan that you purchase should have instructions on how to install the ceiling fan. If not, this website walks you thru step by step: http://www.thisoldhouse.com/toh/how-to/intro/0,,453858,00.html
It is against code to install a main panel on a outside wall of a bathroom.
Just install a cover on the ceiling box.
I want to install a pretty drop ceiling. Where can I buy the tiles for that?