Definitely take some flags to wave! I find a cheeky supply of whisky also comes in handy later on in the evening as it gets colder :)
I went to a mini proms in the park a few weeks back with a local orchestra playing in Manchester's Hyde Park, it was fantastic and loads of flag waving, singing, cheering and fireworks!
We had a proper set up with camping chairs and a table with all sorts of posh nibbles, home brew and some warming whiskey for the end of the evening.
I'm off to the main local one next weekend with the BBC Philharmonic, John Barrowman commentating I think, and a live link up to the Albert Hall.
We're planning to dress up, weather permitting, the lads are thinking Tuxes and there is a bottle of posh champagne on standby. We were going to do the table, candles and all that thing but they seem to be clamping down and no tables allowed this year (maybe due to space) so it might have to be a posh picnic blanket instead!