I arrive 30 min before work starts, walk into my building and if a few people see me oh well. I have a wardrobe in my room so I change in the restroom and get coffee, read emails and then start the day.
I feel personally that a makeshift raggedy outfit of gaudy commuting clothes is more odd than arriving on a road bike with actual cycling jersey/shorts/arm leg warmers and jacket in the winter. Its sort of a normal and "professional" look to be seen in on the bike, rather than coming in looking like a construction worker leaving his shift. But that's just my opinion although I know many of the more office/exec guys that ride on the weekends say they kit up at lunch and ride at work too. It tends to be a white collar sport after all.
Often I change into athletic shorts and wicking shirt to hit the gym then just ride home in it.