There are many ways to protest if your mind is set to it. For example you can tax evade or use loopholes in the system to take advantage of the situation. You can bring it down commando style instead of going full-retard on the front line like an old-time sucker "hero".
If you want to be really practical and walk the talk the join Liberland. I don't think many anarchists have the balls to do it though. Go off the grid is another option. "Protesting" in the street with a mask and then going home writing crap in the internet, playing games etc means nothing.