Take a shower and groom yourself prior. This may seem odd since you're about to get in the bath. But the whole point of sharing a bath with a lover is about romance and intimacy, not washing the sweat off from the day. Have a shower and a shave (men--face, women--legs) and groom your body so that you can be attractive to your partner.
Draw a nice warm bath. It shouldn't be too hot or too cold; it should be "just right." Use your elbow to test the water temperature. If your elbow is comfortable, then you and your partner will be too.
Light a few candles around the bath to help set the mood.
Add some music with a radio or MP3 player. It should be something light. No heavy metal. Just sweet, seductive and full of romance to help enhance the mood.
Sprinkle some scented oils or bubbles into your bath to add a wonderful aroma. Also, the bubbles are great to play in.
Undress your partner and take a bath. There's no right or wrong on how this is done. It's whatever makes the two of you happy. The point is just to enjoy each other's body and connect on a higher level of intimacy. Though, do remember, keeping towels close to the bath stops the shivering when you get out.