It depends on the issue, time of day, and local cops. In San Diego a pro Palestinian march was allowed to go around and the cops mostly stayed away except for helping to block a few intersections.

In San Francisco they decided it was fine to pull anyone they thought was associated out of their cars and arrest them.

So as general advice, yeah. Especially if the police are the subject of the protest. They take that personally and you’ll have to figure out how to deal with rubber bullets and tear gas