FWIW, it seems pretty unlikely that you could make it to the rally without leaving a trail. If you drive, you'll probably get scanned by a license plate reader. If you bring your phone, you'll be tracked, if you use a credit card, that'll be recorded, and in DC you'll probably walk in front of a security camera that is or will be connected to a facial recognition system.
I completely understand your hesitation, and I can't say that I haven't thought twice before saying certain things since the Snowden revelations. A lot of people have declined to sign up for the Restore the Fourth NYC email list because they don't want to "end up on a list."
The way I see it, we have two choices; we can accept a world in which we are afraid to take political actions (like RSVP'ing to a rally or putting an email address down on a clipboard), or we can scream from the rooftops that we're not going to allow that world to come about. If enough of us take the second route, we'll win; if too many take the first route, it will be a self-fulfilling prophecy.
/endrant
I admit that I skipped the phone number part... just in case.
Super tinfoil hat mode me wouldn't put it past the NSA to put up a site JUST LIKE THIS and start categorizing the opposition.