While I agree with your sentiment, I don't think the protesters should come with ammunition. Weapons yes, ammo no. The PR of millions showing up with their arms would be enough to make the point. Signs could say, "Next Time We Come With Bullets".
Unarmed, period, and ostentatiously so... with the implicit point being "Unarmed this time." Empty holsters come to mind...
Keep in mind the WH will have their provocateurs out, carrying signs with racist messages and stuff like that. Don't give them any... "ammunition", and be on the watch for anyone else doing the same.