I appreciate this response and I suppose we can leave it at an agree to disagree.
In my mind, ends rarely justify means on anything of importance. If you want to keep statues, but don't support racists, you should not march with racists. In my opinion, that's a matter of integrity. This isn't a minor deal. It's not like a woman wearing heels to appear taller or something (sorry, I know that's a HORRIBLE example, but it's late and I'm not able to think of a better one). There are times where means to an end can maybe be overlooked.
This isn't one of those times, not in my opinion. Everyone knows the horror Nazis and the KKK inflicted on minorities. Everyone knows our country's ugly past with racism. Everyone knows there are people who want to return to that. I can understand wanting Confederate statues (well, I can't, but I understand why some would), but marching alongside self-proclaimed racists, and all they stand for with respect to history, is simply not something which can be overlooked. At the very least, if they were not "bad people", they certainly weren't "good people" during the march.