If it is actively snowing I'll wear my Sorels and carry some oxfords or small booties. They have to fit in my (admittedly big) purse. I don't carry most of my boots around because they take up too much room and are annoying to lug around. I do also have a couple of pairs of old shoes under my desk at lab, but those are more for when the inspectors come around and I happen to be wearing sandals. Still, they work for winter shoe switching in a pinch.
If it's not actively snowing, well I live in an urban environment and snow is (mostly) removed in a somewhat timely manner so I can get by with my regular boots, provided they're not suede or very delicate.
I actually really dislike having to switch shoes if I don't absolutely have to, and I categorically detest it when women wear ugly commuting shoes. First off, you have to worry about things like PPL with two different pairs of shoes. I see so many women in dress pants and flats/sneakers and carrying their heels while their pants hems drag around on the dirty sidewalk/subway and get stepped on, and it makes me cringe. Secondly, I think I see more people when I am commuting/walking around outside than when I'm at lab (and honestly lab people don't care about my shoes), so why wouldn't I want them to see my nice shoes? Third, lugging around a second pair of big shoes is really annoying when you walk/bus/subway everywhere.
BIG disclaimer here is that I don't work in an office, or really anywhere where I need really dressy or uncomfortable shoes. I don't even own any pumps at the moment.