We always bathed ours right after we skinned it and right before we put it in the skillet.

You should never bathe your rabbit however.... You can give it a dry bath with cornstarch. The how-to is in this answer under my Answer. Also some tips on if you must bathe your rabbit. http://www.answerbag.com/q_view/424706

Rabbits generally keep clean all on their own. If they aren't keeping up, a dry cornstarch bath is sufficient. The need for a bath generally points to a greater problem, so while you take care of the symptom (his dirtyness), make sure a vet is looking into the cause. If you have a truly dirty rabbit, you might need a wet bath. Use lukewarm (or cool if it's extremely hot weather), shallow water (just enough to do the job, not enough for him to swim in: you want to avoid getting water in his ears at all costs). Place a towel on the bottom of the tub, so that he isn't freaked out by his feet slipping on the porcelain. Use a rabbit-specific shampoo (rabbits have extremely sensitive skin and human soaps, even baby soaps, will only make matters worse). Have one person he trusts hold him firmly, while another person he trusts washes his butt. Rinse extremely thoroughly using fresh water, perhaps two loads of it, there must be no soap left over in his fur. Finally, dry him very thoroughly. If it is an extremely hot day, a towel dry will be sufficient so long as he is kept away of drafts. If it is not extremely hot out, you must dry him with a hair-dryer on low heat (constantly check that you aren't burning him).

I bathe my rabbit with rabbit shampoo whenever I see that his belly and his hind feet are yellow due to standing on the urine-covered shavings, or atleast every two weeks. It does him good and freshens him up a bit. He likes it. I, then, towel dry him whether or not it's cold out. I use one towel to dry him right after the bath and I take another dryer towel to dry him a little more. I hold him for about an hour or so. It's a little more time I get to spend with him and he cuddles up and goes to sleep. P.S. When washing your rabbit, be extra careful not to get the water in his ears.

RABBITS ARE CLEANER THAN CATS!! THAT SAYS A LOT!!! IT UNHEALTHY TO GIVE THEM BATHS!!!!!!!!!!!!