There are several brands of shampoo that are suitable for Westies: the "sensitive skin" ones and, for an extra clean dog the "white fur" versions. Try to get a shampoo for white dogs because they really clean Westies and they are not very hard on their sensitive skin.
Also please be aware that Westie should not be bathed more then once a month because bathing takes away the natural oils that protect the skin and once a Westie starts having skin problems it is difficult to take care of them.
If your Westie is just moderately dirty try using chalk powder on him followed by brushing. You can buy grooming chalk powder in good pet stores.
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Hey, It's Alex again. I just wanted to know what kind of shampoo to use on my little westie. He gets sooooooooooo dirty!!! Whenever I give him a bath, he is still dirty, even after I scrub him.