Welcome to UsingEnglish, Paikaih.
There is a definite answer, and it is not exceptional. As prepositions of place, we use 'at' when the speaker's concept is of a point location, in which dimension is irrelevant to the statement: 'my flight landed unexpectedly at London'; 'I'll see you at school tomorrow'. When s/he is concerned with the two- or three-dimensionality of the location, however, the speaker will more likely use 'in' (or 'on'): 'I am visiting friends in London next week'; 'I'll be in the school, not on the playground, if you want to see me'.
Thus in your examples, 'I am in the building' implies that you are not outside, while 'I am at the building' means that you are not still downtown or approaching the building in your automobile.
In practice, there is much overlap in use, and one speaker's subconscious may see the place as 'at' where another speaker's subconscious sees it as 'in'; but that is the basic rule, and it is reasonably reliable.