Try to teach your bird to enjoy bathing. Gently mist it with a plant sprayer (be sure the sprayer has never held anything except clean water!) from way overhead, and let the mist float down on it. Offer it wet lettuce or other greens in its cage-some birds will roll on wet greens, which is a lot of fun to watch!
If the bird regularly bathes in its water dish, buy it a cage-door bird bath or a dishpan to bathe in. You might even try introducing your bird to the pleasures of taking a shower with you (be careful not to put it in the strong direct shower spray, but let it stand in a spray that bounces off your arm or the wall).
If you take your bird in the shower, be certain that all soap and shampoo are rinsed off of you and anything else the bird might come in contact with. Bathing helps keep the feathers in good condition, which in turn, can help keep the bird healthy. After a bath, be sure your bird is kept out of cool drafts until it is dry. Either put it in its cage and cover all but one side, or teach it to accept being gently blow-dried. Some birds really enjoy a bath and a session with the hair-dryer (on slightly warm, not high heat!).
Bathing helps to keep your bird looking its best and reduces the normal dust and body odor.