Sphynx cats will pick up dirt just like your own skin. So just like you they need to be bathed.
How often depends on the amount of oil in their skin- they are all different. Some will not
need a bath for several weeks while others need one weekly. More than weekly is not
recommended as their skin will produce more oil to compensate for frequent baths. I have
only one cat that requires more bathing and I use a throw away kitty wipe to keep his chest
and stomach clean between baths. They are called "Perfect Coat Bath Wipes" , which I find
in the pet section at the grocery store. There are several products out there that are similar
and work just as well.
Begin by filling the sink with no more than two inches of water or
just past their "ankles". I've found they don't mind the water so
much if there isn't a lot of it.  With your hands gently wet your kitty
down and/or squeeze a washcloth over him but don't put him under
running water as it thoroughly frightens most cats.

Fill your hands with a good natural shampoo for cats or Epi-Soothe
from your vet  but do not use baby shampoo as it is too harsh.
Work the shampoo in over the body, avoiding the face. I use a
baby washcloth to scrub the stubborn places like the chest.

Do not use shampoo on their face. Rinse the washcloth and then
wipe their face, eyes, and ears clean- they actually seem to enjoy
this part.

Wrap your kitty in a towel and dry him. By now he will probably be
squirming to get down! Let him go and watch how quickly he
recovers from his "ordeal". Within a couple of seconds (literally) he
will be running around like nothing ever happened.