If you use a Wedi preformed tray - then build up the surrounding area in Wedi board. Tape all the joints, using wedi waterproof tape, then seal them and stick the tape using tile adhesive (I use howtex stuff, but have used ardex as well - you just need something fully flexible for the u/f heating and fully waterproof as well).
You then get a perfect floor with a tray shaped with the fall. Very easy to tile (in my experience).
u/f heating - I always use Devimats (as I consider them the best I've seen) they are approx 4-6mm once they are covered. But easy to install. Last one I did, I used tile adhesive to cover it - as using self levelling, wouldn't exactly be a good idea on a sloped tray
The wedi tray is 40mm thick. So the surround area needs building up by the amount. Last one I did on a wooden floor, I simply used 40mm all around the edges to match, then made a lip at the door entrance, to create a small swimming pool effect, so that I didn't get any spill out of the door (the room was quite small).
Paul
PS - I have no experience of other tanking solutions - but have used Wedi 3 times now - and love it. Its very effective and well thought out. Only downside is its bulk, that you have to raise floors, and increase walls by applying a good layer to them as well. I like the 12mm stuff, as its easier to level out the walls that way.
Wetroom novice needs help 
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