Once in a while (no schedule here), I do give mine a quick bath. Generally only when it seems like she's a bit dirty or has something on her. As a baby, she hated it and would panic. As an adult, she doesn't seem to mind, and even seems to want to get into the water once she realizes I'm running it. I don't really have a very good reason for doing it.

Just use common sense, don't do it too long, and watch them 100% of the time. If it's a bath tub or sink, make sure they can't get into the drain or any overflows.