When giving a sponge bath, layer two towels under your baby. Use the top one to cover the parts of her body you aren't washing.
Have all supplies at hand before you get your baby undressed--it won't be fun for either of you if you have to stop mid-bath and carry her with you dripping wet to find the shampoo or washcloths.
Clean your baby in this order: face, arms and hands, torso, legs and feet; save the diaper area for last (and use a washcloth to wipe from front to back).
A plastic cup is just the thing for rinsing--especially the head.
Make a warm bath part of your baby's bedtime routine: The change in temperature as her body cools down will help make her drowsy.

Essentials for Infant Bathing

Until her umbilical cord drops off, your baby will get sponge baths. As soon as her belly button heals, though--it takes a couple of weeks-- she can graduate to the infant tub. She won't need to be bathed more than once or twice a week. But we're betting you're going to want to do it more often, simply for the pleasure of admiring her tiny toes, stroking her silky skin--and, when she's old enough to enjoy it, seeing her face light up when you gently splash a little water on her belly. Here's what you'll need for each stage:

As with towels, find the softest, most absorbent ones you can. The ones sized for babies actually are easier to use on little bodies.
Hoods are optional: It depends on whether you find them easy or awkward to position over your slippery baby's head. What's not optional: softness. The thicker and plusher the terry, the more absorbent and cozy the towel.
These come in all varieties--from super-simple to elaborately decked out with niches for supplies, temperature strips, and even spray attachments. The choice of bells-and-whistles is totally up to you--but for the sake of safety, comfort, and ease (yours, of course!), look for a tub that has a back that reclines enough to keep your baby semi-upright; a shape that conforms to her body; a layer of foam to prevent slips; and a drain with a plug.
These could be two separate products, or a combo hair-and-body wash. The milder the better-- and unscented is best, especially if your baby has dry and/or sensitive skin.
Not all babies need lotion, but if yours is prone to excema (itchy red patches that tend to crop up in skin folds, like behind knees or inside elbows), a slathering of an unscented lotion or cream right after her bath, while her skin is still damp, can work wonders. And whether your child has dry patches or not, you can use lotion as a lubricant while your give her a massage. Babies love gentle rubdowns!
Even if your baby's beautiful head is covered in little more than peach fuzz, a brush will keep it tidy and help control cradle cap (a skin condition that causes scaly patches on the scalp; brushing loosens and clears scales away). The bristles should be super-soft; brushes marketed especially for infants are perfect.