Check your local laws to make sure you're not doing anything illegal. And you should be able to organize a show without breaking any laws.
Some things to keep in mind:
- Choose your location wisely.
- You do have the right "peaceably to assemble" although that is interpreted many ways.
- If you are on the sidewalk, you are in public space.
- Make sure you don't permanently damage anything. If you can remove your whole show like it was never there, then it would be hard to argue you damaged anything.
- if you leave art behind, check on it at least every day and clean things up if need be.
Use your good judgment. The budget gallery is meant to be a positive thing, in order for it to work it has to be supported by the community. Irritating or starting a fight with the cops or a property owner is counter-productive to the project.