Wear a sunhat/head covering. And wear suncream – though try to use water or alcohol based suncream (and lotions and insect repellent and make up!) Most suncreams are fat based, and tear gas is soluble in fat and may cause burns.
Wear lots of thin layers for flexibility. These can be combined and are warmer than a thick jumper. Layers can be changed for security reasons or if you are contaminated with CS gas. (Bear in mind that CS gas sticks to fleeces). Layers can be taken off if you get too hot.
Take a waterproof layer and try to choose fabrics that are quick drying. Fabrics like cotton and particularly denim stay wet for a long time and could make you very cold and uncomfortable.
Bring Spare glasses/contact lenses. Consider wearing different glasses to your normal ones.