Protests are already effective, in multiple ways.
Mainstream media loves to "both sides the same" and minimize every new excess and unlawful act, making all of us feel very, very alone when we learn of the newest outrage in the silence of looking at our phones. Yet possibly the biggest thing attending a protest will do for anyone who goes is powerfully prove that they are NOT alone in their grief and outrage, that they are NOT crazy or misguided for thinking that which is blatantly wrong is, in fact, blatantly fucking wrong, that there really is still such a thing as community after living for so long in their own personal desert, even as the protest itself allows opportunities for making contacts with other like-minded people, offering inspiration that tomorrow need not feel as bleak as today.
It's no accident that the biggest assault of regimes who aspire to totalitarian rule is on community itself, from every possible direction: propaganda, sowing discord, pitting in-groups against out-groups, normalizing antisocial behavior, criminalizing assembly, raising the specter of surveillance, fostering self-censoring, using public words to mindfuck and lie and call every evil The New Good, etc. They attack community in all its organic, non-supervised, non-approved forms wherever they can because to be human is to have an inbuilt desire for community: control the community and you control the human.
Yet in a single afternoon, attending even one protest can destroy all that carefully plotted work to cognitively and emotionally separate you from the rest of humanity, and worse still, pull in others to your cause that were otherwise happy sitting on the fence.
It's not all about regime change, though it is certainly that. It is about building community that won't stand for a shitty regime, one person at a time. And in that respect it is already overwhelmingly effective, for everyone that can attend even just one.