Goldens, Lab's, and a host of other sporting breeds have natural oils to their skin/coat to protect them. Other breeds such as Bichon's, Poodles, etc do not have these oils (or not to the same extent). The breeds with natural oils to their skin/coat are going to smell worse because the oils trap dirt and odors. If you don't want the doggy smell, they require more frequent bathing with dog shampoo - not a people shampoo (not even baby shampoo). Frequent (at least once/week) brushing with a pin brush (not a "slicker") will also help get the dirt and odor out in-between baths.
Frequent bathing with a good quality dog shampoo is not a problem. I know tons of folks who bathe their Goldens for shows weekly (or more!) with no ill effects.