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I've heard that if you have a "hardnened" stick, your sign will be prohibited by the police. I'm sure this depends on your locality. There have been suggestions of cardboard tubes as the prescribed component.

Re: Personal protection - just watch out for sucker-punches. Watch out when you see someone's hair line above the brow, you're about to be head-butted. (solution: knee) When you're being jostled, manhandled, elbows are your friends... :)