The best policy is never show up any place unannounced, especially by yourself.
If you're organizing a troop make sure the organizers let everyone involved know what's up. I've heard of guys just showing up in malls or Wal-marts kitted out, unannounced, they usually get asked to leave.
Another thing that can land you in hot water is pointing your gun at kids. This comes up a lot at parades, they'll BEG you to do it, but don't.