It's actually more interesting to combine materials and it's done all the time. I say go for it, if you like the way the two look together.

Yes, you should mix metals, but I would do more of a contrast than chrome to brushed nickel. If you're doing chrome for your faucets and shower fixtures, then pick something more interesting for the other hardware like oil rubbed bronze or gold. If you pick things too close together sometimes it looks like you were trying to match and just slightly missed. Make sure the difference in metals shows that it was intentional.

I beg to differ from cpaul1. I believe in a small space such as a bathroom, you should stick to fixture finishes that relate in color value, i.e. chrome, stainless steel, even brass. Oil rubbed bronze, IMHO, would be a jarring difference, too much contrast.