First always remember when bathing small pets to use safe shampoo that is meant for that pet!
(such as Super Pet critter shampoo, which is meant for rabbits, guinea pigs, rats, and ferrets)
And also remember to NEVER get the face, eyes, or ears of a small pet wet or soapy!
Also do not allow small pets that are still wet outdoors.
Rabbits can be bathed with a rabbit safe shampoo, but they should only be bathed when absolutely necessary, because baths are very stressful for most rabbits.
Rabbits clean themselves (like cats do), so they generally won't need baths.
Generally guinea pigs don't like baths, but I find that once or twice a year they need one. You shouldn't really bathe them more often than that unless absolutely necessary.
Ferrets can be bathed every month to every few months. It keeps them clean and reduces that ferret smell. Just remember not to bathe to often or you will dry out their skin which causes them to over-produce oils, which means your ferret will stink even worse than before the bath!
And remember always use ferret safe shampoo such as Marshall Ferret Shampoo or 8-in-1 ferret shampoo (super pet critter shampoo is also safe for ferrets, but ferrets specific shampoo is actually cheaper than the critter shampoo)
Generally rats don't need baths. Sometimes I find their tails need washing, but other than that they generally stay pretty clean. However some rats LOVE the water. So a bath now and then is great for rats like that, just not to often so their skin doesn't dry out. If your rat doesn't like water, then only bathe them when absolutely necessary.
Bathing a mouse is going to do more damage than good. I have never met a mouse that needs a bath. Besides being very difficult, bathing a mouse would be incredibly stressful and unnatural for the mouse. So I would recommend never bathing your mouse.
Bathing gerbils is a major no-no just like mice. Instead for gerbils you can provide a dust bath, with dust powder made specially for that purpose. That will keep them nice and fluffy and clean.
Again I seriously recommend never bathing your hamster, just like gerbils and mice. Dwarf hamsters are good candidates for dust baths like gerbils. Hamsters keep themselves very clean anyways.
Chinchillas should never be bathed. When chinchillas get wet, their fur retains a ton of the water, and can actually eventually rot and grow fungus and fall out unless the chinchilla is thoroughly and quickly 100% dried. A wet degu is also very susceptible to illnesses. So definitely no baths for chinchillas! Instead chinchillas need regular dust baths and this will keep their fur soft and fluffy.
Degus are quite similar to chinchillas, so no bathing! Only dust baths, which they need regularly.