Protestors should all wear masks to emphasize the fact that the IRS and 0bama operatives will use the occasion to tract protestors down. The optics of this would make a big statement alerting the public to the reality of the Amerikan police state.
Be careful about getting into your car or better yet take public transportation or a cab. Watch out for provocateurs and snoops.
Check local ordinances before showing up in a mask. Some cities have legislated against this, thanks to the anti-globalist occupy types and their window smashing in Guy Fawkes masks.