In any struggle, there needs to be both action within the system and action outside of it. Don't dissmiss the importance of a sanctioned protest march -- folks have fought hard to get it onto Michigan Ave. It is significant. This is action within the system; by working together with "the man" we illustrate that we are integral to the process and cannot be ignored as an organized force for social change. It's a fact, "sanctioned" protests get more people, thousands even, on the street. This is organized relational power at work.

That said, I applaud your interest in also working outside the system. There are plenty of anarchist groups in Chicago that are ready to disrupt commerce, get arrested, make noise. Protests outside the system will not have the thousands of marchers, but they are important as you note. The four women who were arrested during their sitdown protest are example of how much media attention can be gotten by a few dedicated people putting a monkeywrench in the cogs of the system.