I use baby or pet shampoo and a big deep bucket or rubbermaid. I put enough water in the bucket that when the hen goes in it is even with her back, or a little over. Some of them may freeze stiff in shock until the bath is over; some totally love it - they relax, droop their wings, and even drink the bathwater. Once in awhile you'll put a chicken in and she'll be constantly trying to get out, but that's not been my experience very often. As long as the water is very warm (not hot) they seem to take it okay. Wrap them in an absorbent towel when you pull them out of the bucket/rubbermaid/sink. Make sure you dry them well afterwards. I use a blow-dryer unless I'm releasing them into a very warm and sunny afternoon yard. If you have a number of birds to do, you can use a heat lamp (brooder lamp) to help them dry. Put them under it and they will bask and groom while the lamp dries them.
Oh, and after you've got them in the warm water at first, hold them there lightly for like 30 seconds, as it takes them a little time to adjust to what is happening to them.
Good luck!