I order almost all of my animal supplies from That Pet Place and Drs. Foster and Smith which has the Oxbow pellets. I get cat food from Pet Food Direct. Since their (all three stores) prices are less than half of my local pet stores (for products that they even carry), and I get a lot of stuff at once, the shipping is not much at all. Even if you just get pellets, the shipping shouldn't be too bad. Oxbow has a list of local actual stores that sell the pellets.
If you can't get the Oxbow pellets, then get a pellet that is just pellets, preferably timothy hay based pellets if you can find them. Check the bag for an expiration and signs of pests or fungus/mold.
Yes, you can give a rabbit a bath. I actually give them showers more than baths. I have a dog shower attachment that screws onto my sink. Lately though, I just use the tap. I put my bun in the laundry tub, wet her up with water, pluck her loose fur (she won't groom herself), pull off the largest globs of poo, rub her rear with bunny bath shampoo, rinse, repeat, cut off any remain poo, rinse, towel dry, brush, apply diaper rash treatment, etc. I've also bathed probably half a dozen other rabbits for various reasons. As long as you can hold the bun down with one hand, you can use the other. I usually hold the neck scruff but it depends on the bun. I usually only soap her rear but I have soaped her entire body from time to time. Petco carries "Bunny Bath shampoo." Yes, rabbits are sensitive but I'd rather irritate Sweetie once a week to clean her up than to have her openings cake shut with feces. Plus, the smell is horrific. For just smell without actual feces on them, I suggest this product:
http://www.petfooddirect.com/store/product...&brand%5Fid=944I use it on my cat. Yep, it's expensive but a box lasts a long time.