Rally or not to Rally? "Chazir Treif" or Kiddush Hashem

Was the Rally in Washington correct?
In Galus do we keep our heads low, or do we try to garner support?
Do we do Hishtadlus or just Daven?
Do we join in rallies with people who don’t have the same belief system as ours?
Historically, what was the approach of the Gedolim?