I replaced my shower valves with nicer looking ones. It is much more involved than changing a sink faucet, I did several of those before attempting this.
Easiest way is if you have access to the wall behind the shower controls. You cut out a square of drywall at the studs and tada, you can see the pipes. Hopefully you have copper pipes, you can sweat off the old connections and sweat on the new ones. You may have to shorten or lengthen (replace) some of the pipes because the new fitting connections are not in exactly the same spot. Leak test, fix any leaks you find, repeat until it runs dry on the outside.
If the wall is in a closet you can use a removable cover for easy future access. If it is a visible wall you’ll have to reinstall the square of drywall, tape and mud the seams, sand, paint.