I would definitely try other methods first, before bathing. The most effective way, in my experience, is by using Capstar to get rid of any current fleas and a flea preventative to stop them coming back. As posted above, Capstar will get rid of any fleas currently on your cat and then a flea preventative will prevent any future infestations. My favourite preventative is Frontline Plus but Advantage is good as well.
Typically I will do a three day course of Capstar (one tablet per day). My cats have flea prevention already but sometimes fleas do slip through. In your case I would recommend applying the prevention on Day 1, and giving your cat one tablet, and then giving her another tablet on Day 2 and then on Day 3. This will cover all your bases. Another thing to keep in mind is to treat all their bedding and do a good vacuum as well. Fleas can live in cat beds, etc. Washing in very hot water with a little detergent will help this.
Finally, if you absolutely do have to give your cat a bath, introduce him/her to the water slowly. Consider giving more of a "sponge bath" if possible, and wear a long, thick jumper/sweater. Your cat may never get used to water though, but the more gradual the introduction is the better.
