The first march most people go to, they overdress for the photo and underdress for the day. Six hours later they're holding a sign in shoes that were a mistake by hour two. Almost nobody tells you the practical part, so here it is.
The short version
Wear shoes you have already broken in. Dress in layers you can carry once you take them off. Wear glasses instead of contact lenses. Keep both hands free. Put one short line of high-contrast text where a camera can read it from across a street. Tell someone where you're going.
That's the whole answer. The rest of this is the reasoning, plus the things most people only learn the hard way.
Start from the fact that it's a long day
A rally advertised as two hours is rarely two hours. There's getting there, standing around while things start late, the march itself, and the slow business of getting home afterwards through closed streets. Plan for five or six hours on your feet, mostly standing rather than walking, often on pavement.
That makes shoes the single most important decision, and the answer is boring: whatever you already know is comfortable. A demonstration is not the day to find out whether new boots need breaking in. Closed-toe, flat, already worn in. Closed-toe matters more than it sounds. Feet get stepped on in a crowd, and you want to be able to move quickly if the crowd moves.
Layers, because you can't predict the middle of the day
You will likely be standing still in the cold at the start and walking in the sun by midday. A tee under a hoodie or a crewneck covers both, and the layer you take off has to be one you don't mind tying around your waist for three hours. This is the practical argument for owning a midweight hoodie or a crewneck rather than a heavy winter one.
If rain is possible, bring a light shell rather than an umbrella. Umbrellas are miserable in a crowd, they block the people behind you, and you'll want both hands.
A cap or a brimmed hat does more work than people expect. It keeps the sun off your face through the middle of the day and it keeps rain off your glasses.
Keep your hands free
If you're carrying a sign, you have one hand left at most. Everything else needs to be on your body or on your back. A crossbody or a canvas tote with a strap that sits on the shoulder works better than anything you have to hold, and a tote has the advantage that it flattens to nothing when it's empty.
What goes in it: more water than you think, something to eat that isn't messy, a charged phone and a battery pack, any medication you take, and a small amount of cash for when card readers and ATMs are unreachable. Sunscreen between about March and October, regardless of how it looks outside when you leave. A spare mask or a bandana, which earns its space for dust and smoke whatever else is happening.
What doesn't go in it: anything you would struggle to explain, and anything that reads as a weapon. A multitool is a multitool right up until somebody decides it isn't.
Leave the contact lenses at home
Most marches end the way they started, with everybody going home. This section is for the ones that don't, and it's the part almost no style guide covers.
Physicians for Human Rights publishes a guide for protesters on chemical irritants, and it's specific about contact lenses. A lens can trap tear gas powder underneath it and hold it against your eye. Their advice is glasses instead, and skipping eyeliner and similar eye makeup for the same reason. If you want to go further they list shatter-resistant eye protection, which in practice means sunglasses that won't shatter, swim goggles, or an actual gas mask.
Clothing that covers more skin works the same way, and it's the free version of this. Long sleeves and long pants beat a tank top on a day where that is a possibility. If you do get exposed, their answer is water and a lot of it, and they say plainly there's no evidence that milk or baking soda beats cool water.
That's the honest version. Most people reading this will go to a peaceful march on a Saturday and never think about any of it again. It costs nothing to wear your glasses.
Your phone needs ten minutes before you go
The Electronic Frontier Foundation publishes a guide to attending a protest, and the first item on it is the one most people get wrong. Turn off face and fingerprint unlock, and use a passcode. The reason is legal rather than technical. A face or a fingerprint can be used on you while you're standing there holding the phone, and a passcode in your head is treated differently.
Download the map of the area for offline use before you leave, because cell networks get congested the moment several thousand people stand in one place. Learn how your phone opens the camera without unlocking, which is a double press of the power button on most Android phones and the camera icon on the lock screen on an iPhone.
Airplane mode is worth considering, since it stops your phone announcing itself all day, though it also stops you coordinating with anyone. That's a trade and you get to pick. And if you post photos afterwards, blur or crop the faces of people who didn't agree to be in them.
Make the message readable
This is where most people get it wrong, and it's the thing that decides whether a demonstration reads well in a photograph. Small text doesn't work. Script doesn't work. Anything with more than about six words doesn't work.
What reads from across a street is high-contrast block lettering, short. That's true of signs and it's true of what you're wearing. A phrase in heavy type on a dark shirt is legible at a distance in a way a detailed graphic simply isn't. Democracy Is a Verb, Alone We Beg, Together We Bargain and Neutral Is a Side are all built on that principle: four or five words, white on dark, nothing else competing.
If you're going with a group and want to read as a group, match the color rather than the design. A dozen people in the same red or the same black photographs as a bloc; a dozen people in twelve different shirts photographs as a crowd. Every apparel line in this store shares colorways across the tee, crewneck and hoodies for exactly that reason, so a group order doesn't have to mean everybody in an identical shirt.
What to leave at home
Anything you'd be upset to lose or have damaged. Jewelry that catches. A bag you can't close. New white shoes.
If being individually identifiable in photographs is a concern for you, that's a real one, and the answer is dull. Plain dark clothing without logos, and covering tattoos people would recognize. The EFF guide says the same. Weigh it against the fact that a crowd in plain dark clothing photographs as a mass of people, and a crowd carrying a readable line of text photographs as an argument. Only you can decide which of those you came to be.
Also leave behind the idea that you need to look like you belong to something. The most effective thing most people wear to a demonstration is ordinary clothes plus one clear line of text, because it reads as a normal person who turned up rather than a costume.
If you're bringing kids, or you don't move fast
Stay toward the edges and toward the back. The front of a march is where the pace changes without warning and where the crowd packs tightest. The edge is where you can step out of it.
Pick your exit before you need it. If you get there early, walk the block once and find the side street you'd take. Agree out loud who is holding whose hand.
Ear protection for small children is worth the eight dollars. Chants and bullhorns are loud for a long time, and a toddler who is overwhelmed can't tell you that's what happened.
If you use a wheelchair or a cane, or you can't stand for hours, look for the organizers' accessibility contact ahead of the day. Most large marches have one and most people never ask. A folding stool is also completely legitimate and nobody is going to look at you strangely for sitting down.
Before you leave
Tell someone where you're going and roughly when you expect to be back.
Agree a meeting point with whoever you're going with, because phone networks get congested when several thousand people are in one place and you should assume you may not be able to text. Pick somewhere fixed and slightly outside the crowd, a specific corner rather than "by the stage."
Write one phone number on your arm in permanent marker. Somebody who would come and get you, or a legal support line if the organizers have published one. Everyone keeps numbers in a phone and almost nobody has memorized one since 2004. A phone that's dead or out of your hands is a phone you can't read a number off.
Check the organizers' page the morning of, since routes and start times move more often than you'd expect.
If you get stopped
This is general information rather than legal advice, and the ACLU's know your rights page is the thing to read properly. The short version: streets, sidewalks and parks carry the strongest protections, you can record police from a safe distance, and you can ask whether you are free to leave. The ACLU's wording for a search is "Officer, I do not consent to searches." If you are arrested you can say you want a lawyer and then stop talking.
Write down badge numbers, times and what happened as soon as you can, while you still remember it exactly.
Afterwards
Printed apparel lasts longer than most people assume if you wash it inside out in cold water and skip the dryer's high heat. There's a fuller care note on the FAQ page, along with a measurement chart if you're ordering something new and want it to fit properly first time.
If you're outfitting yourself or a group for something coming up, SPEAKUP10 takes 10% off. Everything is printed to order in the USA, so allow about a week. Worth remembering if the date is already on the calendar.
Related reading
If you are deciding what to layer over the top, Hoodie or Crewneck? goes through the difference. How to Wash a Printed T-Shirt covers keeping the print readable afterwards.