Rule #0: Rules #1 and #2 of the internet still apply. Your memes are not, at this juncture, something that the real world can appreciate. Although meme speak between fellow Anonymous is acceptable, focus on the target and keep it to a minimum.
Rule #1: Stay cool.
Rule #2: Stay cool, especially when harassed. You are an ambassador of Anonymous. Although individuals trying to disrupt your demonstration will get on your nerves, you must not lose your temper. Doing so will harm the protest and tarnish the reputation of Anonymous.
Rule #3: Comply with the orders of law enforcement officers above all else. Doing otherwise is harmful to the demonstration as a whole and may compromise your performance as a human being. Do not request badge numbers unless you are being treated in a very abusive manner, as doing so will anger officers.
Rule #4: Notify city officials. Most jurisdictions either have rules about public protests, or would prefer to be notified that they are taking place. Know the rules for your jurisdiction and abide by them.
Rule #5: Always be across the street from the object being protested.
Rule #6: In the absence of a road, find another natural barrier between yourself and the target of protest. Doing so will make it more difficult for individuals hostile to your cause to come and harass you.
Rule #7: Stay on public property. You may be charged for trespassing if you do not.
Rule #8: No violence.
Rule #9: No weapons. The demonstration is a peaceful event. Your weapons. You will not need them.
Rule #10: No alcohol or pre-drinking. Violating this rule may easily precipitate a violation of rules 1 and 2.
Rule #11: No graffiti, destruction, or vandalism.
Rule #12: If you want to do something stupid, pick another day. These should be self explanatory. Violation of these rules during a demonstration will tarnish the reputation of Anonymous, harm the demonstration itself and leave you vulnerable to attention from law enforcement.
Rule #13: Anonymous is legion. Never be alone. Isolation during a protest marks you as a target for handlers who wish to provoke an angry reaction from you and other hostiles. In keeping with this principle...
Rule #14: Organize in squads of 10 to 15 people.
Rule #15: One or two megaphones per squad. A megaphone is helpful for maintaining the overall cohesion of a demonstration and spreading your message. However, too many will confuse the public and render you hearing impaired.
Rule #16: Know the dress code. Forming a loose yet reasonable dress code for protest members will help to maintain cohesion and get the public to take you seriously.
Rule #17: Cover your face. This will prevent your identification from videos taken by hostiles, other protesters or security. Use scarves, hats and sunglasses. Masks are not necessary, and donning them in the context of a public demonstration is forbidden in some jurisdictions.
Rule #18: Bring water. A dehydrated, thirsty Anonymous is not a useful Anonymous.
Rule #19: Wear good shoes. Following these rules will assure your comfort during the demonstration. Keep in mind that demonstrations may often be quite lengthy.
Rule #20: Signs, fliers, and phrases. Have yours ready. Make sure that signs are large enough to read. Also ensure that the text on your signs and your phrases are pertinent to the target of the protest.
Rule #21: Prepare legible, uncomplicated and accurate flyers to hand out to those who wish to know more regarding the motivations behind your actions.
Rule #22: Document the demonstration. Videos and pictures of the event may be used to corroborate your side of the story if law enforcement get involved. Furthermore, posting images and videos of your heroic actions all over the internet is bound to generate win, exhorting other Anonymous to follow your glorious example.