Bathrooms hold a lot of steam and humidity/moisture from hot showers that either vents fans don't get it all or some people like the steam bath and don't use the fans. It can't hurt to use greenboard and at only a few bucks extra per sheet for 5 to 7 sheets, you can't go wrong.
As mentioned before, many builders use regular drywall above and around shower/tub surrounds without major problems. If you are really worried about splashing on the wall, then better yet greenboard or best yet durock around and above the area that may be splashed. You could use green board behind most of the surround with durock above and around so you can save on the number of pieces.(most builders won't take the time to do this) Use fiberglass tape for durock with thinset mortar on the joints. Then skim coat the durock above the shower surround with thin set. If not smooth enough for paint, then skim coat it again with drywall compound. Caulk around the top of the surround.