Punkin is awesome in the bath. I bath her in the tub with a sprayer and she always walks into the water. She just doesn't like her face washed, but lets me. When she is all done we ALWAYS get a treat and play fetch. If I get side tracked she reminds me exactly how it's supposed to go.
I have heard that putting a towel under their feet in the sink or tub helps them feel more secure if needed.