That's really cool! We've never had marching classes, just sitting down in curved rows so we can all see the conductor. ALL of my band classes are like that (except for jazz band, those are straight rows)...
I remember for Youth Group we went carolling (this was like, two weeks ago) and we went around to people's houses on my street, since I live very close to the church, and everyone was so confused... we handed out candy too... someone offered us hot chocolate at one time, it was great!
If you can't stand the heat... don't tickle the dragon.