Bad idea for several reasons.
1) No clear objective or goal - they're doing it to show they won't cower anymore but the organizer says if they meet resistance they'll disperse. If you go home when the Powers-that-wanna be tell you to go home, you just acknowledged that they're the boss.
2) Bad idea tactically - you don't march into an area armed where it's illegal to do so if you're outgunned and outnumbered.
3) While the feds may not arrest everyone there at the march, they will probably wait until they've dispersed. It's easier to arrest people individually than in a mob and I spend enough time looking over my shoulder as it is.
4) All it takes is one idiot to open fire and the rest is history - literally.
5) The group will probably have more federal infiltrators and informants than Patriots. There's no way to validate everybody with on open invitation on Facebook.
I could go on and on about why I think this is a bad idea but I think you get it. No, I won't be there and I personally think anybody that does intend on going should really think it through. However, if you're set on going, that's your business. I won't think any less of any Patriot that makes that decision for himself - A man's gotta do what a man's gotta do.