not really, unless they're rolling in something to make themselves stinky. both of my cats haven't had baths in months. they're both scentless. they self-cleanse you know.

however, you're right in that it's no reason not to ever give them a bath. i remember a certain incident with one of my cats (while still a kitten), and a lot of bacon grease. he was unlucky enough to get two baths for his mischievousness.