If the waiting room is small, maybe it's more to do with confidentiality of the client ahead of you? I like to be able to leave without seeing the next client. In the other office, there were people who routinely showed up early, like a half hour or more, and sat right outside the office--close enough to hear one person opening her bag. It felt invasive.

I wouldn't go for arriving late, but maybe aim for 5 min prior? If weather isn't bad, go for a walk or something.