Dress like the hockey players do, and be sure to wear a helmet of some kind.
This just says target target target to me ...
I've shot violent protests with an RZ67 and as previously mentioned a 16mm cine before - It depends on the vibe of the police, which I have no idea of in your part of the world - here, they are tolerant up to a point - they will respect a photographers rights until you directly disobey them and not move on, which is usually for some 'safety reason'.
Some stalling tactics are pretending not to hear them, but once it becomes clear this is no longer working do the exact opposite and look them in the eye an communicate clearly what you are doing - or simply do this right from the outset - depends so much on the attitude you project.
A protest is usually due to some kind of perceived injustice, and often enough goes on to be the cause of further injustice of its own- its pretty hard to be neutral when seeing a police officer strangle a teenager at an anti-Iraq protest, so remember that you will fit somewhere on the spectrum of ideals and to expect the potential consequences of having them.
Never thought about it but yes as others have said a rangefinder sounds good, light weight and if you covered it in rubbishy foam and somewhat waterproofed it (and another) you could throw or drop it somewhere if you felt it were going to be confiscated.
