Yeah, I just bring mine each day too. +1 on the rolling.

Having forgot to bring a pair of pants one day, I've since learned to keep a spare change of clothes at work just in case. I always leave my work shoes at work.

As far as hauling goes, I have a cycling specific backpack but I've used panniers and messenger bags too. Having to bring just one change of clothes gives you lots of options but in the winter I need something with a fair amount of capacity. Those sweaters can take up a lot of room.