If you're using Integers (or BIGINT) as the ID's and they are the clustered primary key you should be fine.
Although it seems like it would always be faster to find an office from a project as you are always looking up primary keys the use of indexes on the foreign keys will make the difference minimal as the indexes will cover the primary keys too.
If you ever find a need later on to denormalise the data, you can create a cache table on a schedule or trigger.
