i found a fairly informative thread here at a pets forum:

http://www.pets.ca/forum/showthread.php?t=16518

some cats actually seem to like baths!

they were saying that it is important for the cat to feel safe (so to put a rubber bath mat or folded towel down so they don't feel like they are going to slip)
and that it is important to get pet shampoo (i've heard it is important to use pet shampoo 'cause pets have a different Ph balance to humans) and rinse it all out or it will cause skin irritation
and also... don't wet their head
and the faster the process the less traumatic

(trick for dog bathing: if you don't wet their head they shake less. a firm hand on their sholder tends to prevent shaking too).