Should I bathe my cat?

My cat doesn't smell.
He grooms himself fine.
He sometimes coughs up a fur ball.

I read somewhere that we must never EVER bathe a cat.
Yet there are "cat friendly" pet shampoos on the market...
And I kinda wanna bathe my cat cos, I dunno, to clean it and bond with it, and fulfil some kinda of urge to nurture something...

What're your experiences with bathing your cats?
Yay, nay, never, which is the best shampoo?