The Zohar, in Parashat V’ethanan, teaches in the name of Rabbi Shimon Bar Yohai that it is very praiseworthy to put on Tallit and Tefilin at home and then leave for the Bet HaKnesset in the morning, arriving already "dressed" to Shul. It states that when he leaves his house and encounters the Mezuzah, he is simultaneously engaged in four Mitzvot, Tefilin of the arm, Tefilin of the head, Tallit and the Mezuzah. At that point, four holy angels come and escort him to the Bet HaKnesset, announcing, "Give honor to the image of the King! Give honor to the son of the King!" A holy spirit rest upon him, and Hashem Himself praises him, "See what my son is doing in this world!" (Listen to recording for full quote)
Nevertheless, the common practice is not to leave for Shul wearing Tallit and Tefilin, and the question is why. One explanation is that the smell of sewage and garbage in the streets does not allow wearing the holy Tefilin while walking through them. This is somewhat difficult, because modern sewers are underground and garbage is usually covered in receptacles. Moreover, even if there is a foul odor, the Halacha merely requires covering the Tefilin Shel Rosh with the hand until he passes through. Another explanation is that the presence of immodest in the streets may cause inappropriate thoughts while wearing the Tefilin. The problem with this explanation is that there is usually not a problem when walking in the early morning and during the winter months. Some suggest that publicly wearing Tallit and Tefilin may cause hostility from the non-Jews. This does not seem plausible in New York and New Jersey. A person could just get in his car in his garage and drive with Tallit and Tefilin to Shul. Some people even live next door to a Shul, and it is hard to find a reason not to comply with the Zohar’s teaching. Why do we so readily give up on this wonderful benefit?
The Ari HaKadosh held that even if fulfilling this practice causes one to forgo the Misva of being one of the first ten men in Shul, it is preferable to put on Tallit and Tefilin at home and come later to Shul for Shaharit. He can fulfil the Misva of being one of the first ten for Minha. Hacham Ya’akob Kassin in Kassineh Eres concurs with this ruling.
SUMMARY
One should make an effort to don Tallit and Tefilin at home and then leave for Shul.