I'd say biggest thing on private property is when approached by an official then just comply. I've cosplayed in a mall at a store's request, but the security said no masks so I just trooped with my helmet off and no weapons.
In public spaces be sure to have orange tips on your guns. Also seconding having a handler. You can't hear or see well in costume and might escalate a situation unknowingly.
I have also heard stories of Halo cosplayers getting police called on them.. Just someone out their window or in their car concerned with what they are seeing (you) down the street or in the parking lot. Not that it should stop you, just don't be flustered/stressed if it happens.
