Every so often I am asked for advice as to how to start doing similar actions to what I do on the streets of wherever.
I am not really into giving advice. Perhaps I prefer to call them tips or ideas.
Firstly I would choose something that you really enjoy doing. Now you may not know if you would enjoy something unless you try it at least once but you will probably know when you try it.
If using a megaphone doesn't attract you then there are many other things you can do. i spent 3 years just standing still on busy streets or places with my 'everything is ok' sign. You are more than welcome to copy this or anything or get your own sign idea. You could use it as an opportunity to meditate. I often took a step ladder with me . It sticks out more.
You can up the ante by going inside places like restaurants or art galleries with the sign and see what happens.
If you dont even fancy that, why not create some interesting leaflets to give out. If you want to help people think for themselves then fill the leaflet with questions rather than statements. Perhaps here in the comments people could suggest ideas for the type of questions that might be interesting for people to contemplate.
You could of course also just try with megaphone.
Wherever you go and whatever you do its always good to take a camera with and also print out of the law regarding filming.
If you choose to go straight for the megaphone, its best to do it together with at least one other so he/she can do the filming and also so that if the police come, you can support each other.
So regarding the police, I have a far less antagonistic approach than I used t. in fact if there is a copper in the vicinity, i often will go up to him/her and INFORM (not ask) them what I am just about to do. they really like it when you do that. Otherwise do some research regarding giving details etc and watch the anti terrorist about asking questions. Be the master by always asking questions, however its very tough at the beginign as they are quite sly without even knowing it.
Hope that helps