First. Remember your needs. The DC establishments will try to shut us down by offering nothing. Don't let them make you uncomfortable enough to leave.
Food, water, shelter.
Bring high calorie, low weight food with you. A big bag of fruit/nut/chocolate trail mix, for example.
Bring non-alcoholic drinks. Water is best, of course, but anything to stay hydrated.
DC in winter can be incredibly cold, or a bit warm. Wear several layers of clothing. If you wear a giant winter coat and it's 50 degrees in the afternoon, you will sweat, and either have to carry the big heavy coat around, or risk freezing your butt off if the weather gets cold quickly and you are wet with sweat.
More on clothing. Bring something waterproof as a top layer. If you don't have a raincoat that you can wear over four layers of clothing, bring a couple really big contractor leaf bags. Put a hole in one for your head, and you can keep the worst of wet weather off you.
Hats. MAGA hats are great, but bring a warm hat too. And warm gloves.
If you do choose to bring something with wheels to haul stuff around with, be sure it is something unmarked that you do not care about. It is very possible the DC shills will put some type of restriction on containers. I suggest a cheap plastic cooler with a handle and wheels. If you walk 10 blocks and are refused entry, walk 1 block back, grab stuff out of the cooler and abandon it, then walk back to the rally. Don't put your name on the cooler, or leave documents of any sort in it if you need to abandon it.
I am sure others have more or even better ideas. Keep your eyes open for good ideas, and remember to pack light, BUT pack enough. Being underprepared for DC winter weather when the residents will shut down businesses to make you miserable is a recipe for, well, misery.
Don't forget that there will be very few places to pee, at least with that many people around.