Reading all the various replies I find it interesting that there appears to be as many takes on the subject as there are commuters!

Here's mine. We have showers, which I make use of.

At work, I leave permanently a pair of shoes, belt, and my shower kit. I also keep an inexpensive rain jacket (the O2) in case I get caught off guard and an unexpected storm blows in about the time I'm ready to head home and I don't have my rain gear with me.

Weekly. On Monday morning I carry in a towel, a pair of blue jeans, and a dress shirt, all of which I leave at work the entire week. On Friday, I take them back home.

Daily. I take in my under-garments, which includes a t-shirt, underwear, and socks.

I commute in cycling clothes.