usually the rally will be going on around city hall. so avoid the following stations: 2호선 시청 (line 2 City Hall) and 5호선 광화문 (line 5 gwanghwamun). if you want to go around that area like 청계천 (Cheonggyechon) or 명동 (myeongdong), you can try 2호선 을지로 입구 (line 2 euljiro 1-ga) or 1호선 종각/종로 3가 (line 1 jonggak or jongno 3-ga)

but the protest usually at night. because it's foolish to light candles during the day

if you're curious and want to experience it a bit, just stop at jongno 3-ga, eat some snacks and make your way to kyobo bookstore. the rally is just outside the store have to warn you lots of school girls attend it as well