Haneto Truth #1: Aleve is your friend.
Oh. My. God.
I walk several miles a week. I can survive all 4.5 days of Comic-Con with almost no soreness. But this week was the most muscle pain I've ever felt for any length of time (nearly four days worth of I-can't-get-out-of-bed stiffness). Make no mistake, this parade is a marathon for a haneto - and I was bouncing til the very end. Which leads me to unofficial rule #2...
Haneto Truth #2: Save your energy.
My first warning should have come from the guy with the megaphone. He said it would take 5-10 minutes to get to the hotel endpoint. I said, "That's it?" and he replied, "That's it."
Looking around, most people seemed to have expended their energy by the halfway mark and were walking the route without shouting the traditional 'rasse rasse rasse ra!'. If you must take a break, maneuver toward the middle away from the onlookers and cameras. The organizers from Aomori cleverly took turns at the megaphone and alternately bouncing. So be conservatively energetic.
Haneto Truth #3: Stay hydrated.
The Nebuta-LA site says a water tin or gagashiko is part of the costume. Unless you brought your own canteen, most participants just got a bottle from the water attendants. And maybe some beer...
Haneto Truth #4: Footwear matters.
I've read that the standard footwear is white tabi and zori, and you use to the polka dot towels to fasten the zori to your feet. But I've also seen plenty of 地下足袋, jikatabi with rubber textured soles that contact the ground. Mostly people wore sneakers.
Haneto Truth #5: Bring your own accessories...
I strongly suggest wearing a kimono slip. It's the nature of aizome (indigo dye) to run and stain the first few times you wash or wear it. Even my very modern, machine-sewn aizomo haneto yukata stained a bit at the neck where I sweat and my slip didn't cover. It's not a defect, but it can ruin the clothes you're wearing underneath if you don't take precautions. I'm sure those who went commando left the parade looking like Smurfs when they took it all off.
So yes, wear nagajuban. It will impress your dresser.
Haneto Truth #6: ...but make sure you're presentable.
The haneto yukata is a one-size-fits-all, stiff white cotton, dyed blue with specific nebuta motifs - not at all like a regular yukata. The sleeves are shorter, squared off, no underarm hole or miyatsuguchi. It's possible to alter a regular yukata to look like a haneto costume, but not the other way around, so consider it an investment for future parades.
There was at least one guy in the crowd wearing a passable blue-white yukata, but it was kinda dingy and gray. I suppose it was comfortable and fit him best, but if you must go the mix & match/DIY route be sure to get the best possible look.