You should only really bath them when it's necessary, for example if the hair around their grease glands is matted or, in long haired guinea pigs, if other parts of their hair is matted. If there is hair stuck in a knot I usually just cut it off as it saves them the distress of having a bath.
Nelson who's one of my boars (red one in my picture) needs bathed every 6 months or so because the area around his grease gland gets really matted because of the grease. Elvis who's the black one in my picture has only needed one bath in the entire time we've had him. We just put him in the kitchen sink with a towel at the bottom and just fill the sink to slightly above the towel with lukewarm water.
I have 4 entire boars, one´s only a baby who hasn't had a bath from me yet. But the other 3 adults get a bath every 2-3 months. I find this frequency helps keep their grease gland clean, and they also start to smell after a while. Mine are very good in the bath and don't get stressed at all. They are also great to handle so it's easy to bath them.