Here's a list of things you might want to consider carrying with you, should you feel the need to jump off into a protest where some shit might "just get real". You know, kinda like how shit just got real over in Rome recently. Yes, I get the whole "non-violent protest" thing. I also understand the concept of driving safely, but that doesn't stop me from wearing a seat belt! There's no need to go somewhere and get it served up, just because you're being "non-violent". Protect yourself, from the pork and the weather. Be smart about it. Here's what you'll need:
1) A backpack. Preferably one with multiple pockets, which makes it easier to organize things. If you're able to get one with MOLLE webbing, all the better. If you're able to pick up a MOLLE vest and spring for multiple pouches, even better!
2) Water. You need capacity for AT LEAST two liters of water, in two separate containers. I'll explain in a moment. Many modern backpacks have pockets for hydration bladders in the back that can be filled up and mounted with a flexible drinking tube, these are a Godsend. They keep your water out of the way, yet right where you need it. If that's not available, I recommend a milsurp-style canteen with a pouch that can be mounted on your belt or MOLLE gear.
3) Maalox liquid antacid. This is for when cops decide to start pepper-spraying you because you've annoyed the people working at the Federal Reserve. You mix this in your OTHER 1-liter container of water at a 50/50 ratio. OC pepper spray is an acid. That chemical burn sensation is exactly that...it's a chemical burn. Remove your contaminated clothing asap, and douse the affected area with your Maalox solution until you can get to a steady supply of streaming water to rinse it off for 20 minutes. You remember Uncle Elroy from Next Friday, right? It takes 20 minutes to rinse off the pepper spray. Maalox will help neutralize it until you can get it rinsed off.
4) A gas mask. Duh. What's the most effective crowd control device you can use, short of a belt-fed weapon? Why, it's tear gas! It doesn't necessarily "hurt" like OC, but CS gas does irritate to the point of making you wish you weren't there. It does provide an irritating sensation to the eyes, nose, mouth, and throat. If you wish to keep in the game, you have to protect your eyes, nose, mouth, and throat. You can purchase high-quality milsurp gas masks via mail order, with brand-new in-the-wrapper filters, for under $20USD via the interwebs. Israeli and European masks are most common. Get one that uses NATO-style filters, they're the cheapest to replace.
5) A helmet. But no, seriously. When the shit cracks off, you stand a very serious risk of getting smacked upside the head by Officer Friendly's billyclub. Or you might get hit in the head with some guy's bottle, because he can't throw it quite as far as he thought he could. Or you might get knocked down by a stampede of your fellow protesters when the cops roll through on horseback or mopeds. Regardless, if you take a hard enough thumping to the head, you'll wake up and realize you can't do math any more. Protect your grape, bro. While motorcycle helmets and hard-hats do provide protection, they also have their drawbacks. Motorcycle helmets are heavy as shit, and hard-hats fall off very easily. Your best bet is to pick up a bicycle helmet or a milsurp infantry pot. You can store it in your backpack so you don't stand out as "that guy" while people are simply marching and holding signs. Tuck your gas mask inside it when stored, so it doesn't take up much space.
5) A first aid kit. This should be common sense. You shouldn't go ANYWHERE without one of these, at least kept in your vehicle. Many newer cars even have designated storage spaces for them. If you know you're going to be in a large group of people with highly-charged emotions (like, for instance, a PROTEST RALLY), you should keep a first aid kit on your person. The potential for a person actually needing a first aid kit expands in relation to the size of the group. You need the essentials. Alcohol swabs, antibiotic ointment, gauze, ace wraps, first aid tape, insta-cold packs, etc. Also, stuff for minor injuries are good to have. Keep a healthy supply of bandaids in multiple sizes. Keep the "travel-size" bottles of Advil, Tylenol, and aspirin (keep all three, because people want/need pain relief when injured, and some people have allergies). You can have all of this packed into a space smaller than that of the average child's lunchbox.
6) A GMRS/FMS radio. If you're in a crowd of 100 people or more, it's nice to stay connected to your friends. Remember, cellular service can be shut down easily, and they've done it before at events like the BART station protest. In addition, a specific frequency can be pre-decided by protest organizers so attendees can be given informational updates about injuries, police presence, etc.
7) Earplugs. The G20 meeting in Pittsburg showed the world what the "LRAD" noise cannon can do. But it's easily defeated with an 85 cent pair of foam earplugs, unless you're right in front of it.
8) Food. If you're gonna be there all day, bring something to munch on. Keep it compact enough to comfortably carry with you. Energy bars, a banana, an MRE, whatever. Just don't get stuck in a park with hundreds of people, all day long, being hungry. And remember, foods made of sugar like candy bars and whatnot ain't gonna do it for you. Eat something that's going to give you something besides empty calories.
9) A camera. ALWAYS BE RECORDING if there's any encounter with the police whatsoever. Policemen are like all other tax-feeders. Some are great people, a great many are assholes...but at the end of day, none of them like to be exposed acting like assholes toward the public. Let us not forget, Anthony Bologna pepper-sprayed innocent women in the face on the sidewalk of NYC. Because so many cameras were present, he was identified in less than a day...and soon after, the entire internets knew where even his own mother slept at night. Cameras are your friend, unless you're a criminal.
10) A friend. It's always good to have someone with you to watch your back. It's better if that person is someone you know and trust. Strangers have a tendency to forget about you if shit turns bad. If no one at the event knows you, it's unlikely anyone will be working on bail for you until you're able to get to a phone in the event you're arrested. Keep that in mind...