Ira -
When I worked downtown at 900 N. Michigan, same deal. I'd bike to work in my cycling get-up and then walk in, messenger bag on back and the regular guards knew me but there was this one guy who always looked at me shiftily.
One day, expecting eventually that he'd try to give me grief, he started towards me as I made my way towards the elevators and started to say, "Hey, you...." and I just whipped out my building ID, put it right in front of his face in front of all these other people going to work and with a raised and annoyed voice said, "Yes? 28th floor, insert name of company here, got a problem?"
He didn't give me crap after that.
I never really understood why he was like that -- you had to get past three security desks and you had to take two elevators to get up to the top so when I went up and never came back, what did he think I was doing? Walking around at the upstairs security desk? Playing dice with the guards up there? What?