My humble thoughts on this are:
1. Leave the big guys out, they will jump on the bandwagon if and when the ball gets rolling. Doesn't mean we can't use their resources, though, like contacting the local NRA reps for local help.
2. No guns on the march (except CCW of course), as noted it will be impossible to keep the riff raff from being and doing something stupid.
3. It would help if we focused on what the message to be transmitted is, keep it simple, likes it's all for the children (their RKBA that is), something the local average skeet, trap, hunting and rifle clubs would grab hold of and support by publicizing and turning their members out.
4. If a million people decked out in camo or ghillie suits carrying guns, some with bayonets, and more than a few locked and loaded or carrying inappropriately or illegally (see "stupid" comment above), it will be a field day for our enemies, so we need to do all we can to avoid that.