Hiya!
Im also a CASE student...I tend to wear smart clothes in the office...smart trousers, a smart black mak and proper shoes. I would feel more out of place if I wore jeans and tracksuit tops (Im the only PhD student in my department where my office is located). I constantly have to attend meetings (which go on for 3 hrs!!) and have managers etc coming into my office daily-so I would feel a little odd wearing really causal stuff.
I know other PhDs who live in Jeans and trainers, and don't have such strict departmental rules as me! (I've got to report my whereabouts every week, comply with 9-5 office ours etc).