I change in the bathroom. There aren't showers where I work, and my commute is fairly long (19-miles, one way), but I don't sweat much. I always take a shower before departing in the morning. This keeps the bacteria that cause the odor associated with perspiration at bay.

You may want to get a shower cap to cover your helmet when it's raining or really cold. Also, some neoprene shoe booties will keep your feet relatively dry. I also use a cheap pair of Neoprene ski gloves for cycling in the rain. Some people swear by sealskins gloves and socks but I haven't tried them.

When it gets really cold, you really can't beat Performance Triflex tights and Pearl Isumi Lobster Mitt gloves. I also use a cheap balklava(sp?) from performance.