I do not have a shower at work and I do work out on my lunch breaks (jogging outside or running in a back stairwell--so I get sweaty).
I bring a bag to work with:
Sneakers
Workout clothes
Baby wipes
Travel body wash
Baby powder (scented is nice)
Clean underwear
Fresh nursing pads (I'm breastfeeding, so this is a must for me)
Deodorant
After I workout, I strip in the bathroom (we have singles, but I've used a stall), wiped off top to bottom with baby wipes (they're amazing, really), sprinkle some powder in the clean panties and a few other still-damp areas, gotten dressed, dampened my hair (I keep it really short and never do anything with it anyway), and wash my face at the sink with paper towels. If my arms are gunky I'll take a spit-bath with the body wash. I WISH we had a shower, but this works out okay and then I shower before bed when my husband gets home. I keep thinking of trying to run before work, but I just can't bring myself to get less than 4 or 5 hours of sleep.
Oh, and if I'm just walking, I change if what I'm wearing is not comfortable for walking or if it is really hot (I don't like walking in a skirt since it will blow up on me) and I do wear sneakers for that. I've hit up a few co-workers to jog or walk with me, so that makes it more fun and if you have a date for it, it helps that much more. :)
Oh, and M L B--that is so true how good it is--it really helps me refocus for the rest of my day and is much better than sitting in the lunch room.
I also love the idea of body spray--I keep meaning to buy some since all of us start to feel the heat when we've been outside at work. :)