Same here. Luckily, where I work there are limited entrances with guards that check IDs, so there are no random people around. My bike is locked up outside in an area where people don't generally mess around, and it's right next to a "fitness" locker room building. So in the locker room, there is a big sign reading "No Overnight or Daytime Storage. Lockers are Only to be Used While Showering" or something like that. When I ride, I leave clothes and panniers in an unlocked locker; no one messes with it (fewer than 10 people use the locker room, so no one messes with anyone else's stuff). One of the other bike commuters does lock his bike shoes in a locker; no one has made an issue of it, mostly because I don't think anyone goes into the locker room except if we request cleaning.