Baths really do help with allergies. And I'm a believer that just about any cat will get used to bathing if it is done right. I have a page on my personal website about bathing cats with tips.
There are other products available that you might try first. At Petsmart or Petco there is a product for Allergies that you rub on the cat like once a week or something. It really worked for me when I first got my cats. Now I don't seem to have much problem with allergies and my cats anymore. Maybe because I bathe them or maybe my immune system has adjusted! Good luck!
A couple of my tips for bathing:
1. Place a rubber mat in the bottom of the sink so the kitty doesn't slide around. This scares them and is probably the biggest struggle with a bath!
2. Turn the water on before bringing kitty over to the sink.
3. Always finish the bath by rinsing kitty in a mixture of a couple of Tablespoons of Vinegar in 1-2 gallons of water. This restores the PH balance in their skin to prevent skin irritation.