N95 & KN95 Masks
No, not the Guy Fawkes Mask. If you're doing a sit-in kind of protest, sure you can bring one of those masks just for casual sitting around, but they're not functional at all and can be dangerous for a protest march. The plastic is too fragile, and can end up cracked/broken by a police baton or whatever, possibly causing you injury. The masks you WANT are going to be preferably an N-95 respirator as these handle particulates, or KN95 although they're a few percent lower rate of protection, I think it's about 97% with N-95, 90-95% with a KN95 and drops to about 60% or less with a surgical mask. The first 2 images are of KN95s, the image on the right, is an N-95, specifically a 3M brand Aura.
The reason these masks are recommended is because they handle particulates, which is exactly what tear gas and pepper spray are, aerosolized particulates. So not only do they help cover part of your facial features that law enforcement might use for recognition, they also greatly reduce the odds of you inhaling the tear gas or pepper spray. The best idea is go to a medical supply shop and inquire as to which mask size will fit your face best. Having a solid seal to keep the particulates out, is what you're going for. You *can* also use the common blue surgical masks, but those are far less effective with particulates, especially if they're loose fitting. You will quite likely still inhale particulates with a surgical mask.
Find this page online at: https://bestpoint.institute/gear/masks/n95