Problem is we're well-fed, fat, happy subjects. Life can't get better than in the USA 2008.
When faced w/ the prospect of that being taken away humans can easily, and almost always do, become corpulent slaves.
I would suggest being very polite when confronted, dressing impeccably, and carrying a sign stating exactly what you're doing ("Do I have a RKBA here at this location Obama?", "Open Carry Rights Forever", etc).
Are you planning to do one yourself? Make an Evite.
We could even schedule a march on the periphery of the event and when denied license, we could sue (remember the ACLU backing of the Nazi's of Skokie, IL?)