A few things I use:

Swifter Dusters - for picking up dust and pet hairs off tables and/or shelves

Swifter (dry and wet) - for picking up hair off tile and/or hard wood floors

Frebreeze (sp) works the BEST for odor. I use TONS of it!!
I spray it on the couches, carpet... blankets.... everything!

And I vacuum as often as possible (I should be doing it everyday.. but I don't have the time to)

As far as bathing them often... as long as you use a good shampoo they will be fine. (no store brand shampoo) You could always as your vet what one would be the best!