I bathe every two months or so, or whenever I see ears or tails looking dingy, or fur off-white. They get used to it, and I have one that even sits still for me to scrub him and sorta runs around and swims..! (Of course, I have a few who still do the freak out routine...) I use a little bit of palmolive and lukewarm water outside in a 41qt sterilite tub (lots of open space, and shallow) with some fresh water in a 10gal to rinse them in; they get washed quickly, rinsed faster and then handed to someone with a towel. XD I've never noticed a bad smell while washing them...and they always look nice and clean afterwards!!
But it works well to introduce new cagemates. Keeps people from fighting since they're too busy inspecting the newly bleached and rearranged cage and their new palmolive scented brethren to notice the addition.