Adding to Nyrome's tips for ladies:

If your company frowns on commuters walking in with lycra, you can buy or make a simple wrap that ties about the waist. Keep the wrap handy. Just before pulling in, stop and wrap the wrinkle-proof about your waist and then walk in.

Most people don't seem to mind the wrap over the lycra. This seemed to help me not to offend men from India and other countries.