At work, use both locks because thieves need different large, bulky tools for each type of lock. This requires more time and more risk for the thief, plus some thieves only carry tools to break one kind of lock, not both, making your bike an unlikely target. When not in use, cable locks can be wrapped around the seat post and U-locks can often be carried on a rear rack or bracket. Take all easily removed accessories with you when leaving your bike unattended. Many lock manufacturers offer warranties that will cover the cost of replacement if your bike is stolen while using their lock.
Many parking garages offer bike parking.
Look for a garage with racks in view of the attendant. Try leaving earlier in the morning when it is cooler. Garment bags that attach to a rear rack are available, so you can change when you get to work. Riding in the rain is possible, especially with fenders and rain gear. Look for breathable fabric clothing like gore-tex.