We have only bathed Harley twice - once because he spilled a bottle of pop on himself and I obviously wasn't going to leave him like that!
And the other time was when we had him outside on his leash and he got into a pile of dirt and definately needed to be cleaned up!
Harley doesn't mind the water - he actually enjoys it most of the time - he'll usually stand in the shower with me (on the edge)!
I agree with everyone else tho - brushing is one way to help cut down with hairballs & shedding. I don't think you'd have to bathe them unless they are dirty, or you know its needed