The best appraoch for bathing a pet is to simply get on and do it. Both cats and dogs require bathing. People have a misconception that cats clean themselve, but in fact they do not have cleaning enzymes in their saliva and merely wash themselves free of dust and dirt. Dirt can still, however, collect on their skin and they can become quite smelly after a period.
Cats also tend to only clean themselves when they are not too dirty. Cats have a tendancy to explore and during explorations can walk through some very dirt areas. After a certain point cats will not clean themselves because it would simply end up spreading the dirt around rather than cleaning it off. So they do need a bath every now and again.
Bathing a cat or small dog is not always a simple process because of the fact that they tend to hate water. The easiest way is to take an afternoon to do it. Lock yourself and animal in the bathroom and let them get accustomed to the surroundings before attempting any cleaning.
Cats especially, tend to be very curious of things like running water so as you run the bath, if possible let your cat watch the wwater go into the bath. There is no sure way to calm a cat down before a bath because they hate the water so much, but being comfortable in their surroundings is a great help to you and less disconcerting for the cat.
The tricky bit is actually get your cat in the water. You will get scratched and clawed throughout the whole process so it's advisable to wear some form of protection and get help if at all possible. That way one person can hold the cat while the other washes. Cat shampoos are available at most good pet stores and are specially formulated so as not to damage the cats' skin or natural oils.
The most important part of the bathing process is rinsing and drying. You must ensure that all the soap is out of the fur because it can cause skin irritation if left in contact with skin for too long. And leaving your cats fur soaking wet is both cruel and can cause the same effects as not properly rinsing your cat.
Washing a small dog is the came process basically, although you can wash them the same way as a larger dog. Large dogs should not really be washed in a bath because of the lack of room and likelihood of a mess made of your bathroom. Do it outside where you have space to move, but ensure the dog cannot escape the area you are washing them.
It's best to try and turn the whole thing into a game to calm the dog down and hopefully ensure an easier bathing future for you and your dog. Use the hose to rinse the dog to start off with, then like cats, use 'doggie' shampoo specially formulated to be gentle on dogs' skin. Rinse the dog with the hose, again, ensuring a thorough rinse and dry.
Not all dogs require a bath. Giving your dog a healthy diet could prevent you ever needing to bath your dog as they doclean themselves from time to time and the food gives them healthier skin and coat with less liklihood of getting dirt stuck. Judge for youself. If your dog smells, it probably could do with a bath.