[SEE THE UPDATE BELOW]

According to this [1]:

Mayor Antonio Villaraigosa, Speaker Fabian Nunez and radio host El Piolin are billed as participants in a Thursday procession and candlelight vigil for immigration reform at MacArthur Park. They gather at Immanuel Presbyterian Church at Wilshire and Berendo about 5:30 pm and begin walking about 6:40.

However, the page they link to doesn't say anything about those three, only including a flyer listing the organizers:

CARECEN, Coalition for Humane Immigrant Rights of Los Angeles (CHIRLA; possible Mexico collaborateurs), COFEM, Garment Worker Center (GWC), Instituto Popular de Educacion del sur de California (IDEPSCA), Koreatown Immigration Worker Association (KIWA), Los Angeles Archdiocese Social Justice Committee, Los Angeles County Federation of Labor, Multi-ethnic Immigrant Worker Organizing Network (MIWON), Pilipino Worker Center (PWC), SEIU 1877, We Are America Coalition (We Are America Alliance)

UPDATE: From this:

Los Angeles Mayor Antonio Villaraigosa and Assembly Speaker Fabian Nunez are expected to join immigrant-rights protesters Thursday at a rally denouncing police behavior during a May 1 immigration rights rally...

"The LAPD denied our community both a political and physical space to nonviolently claim our rights to legalization for all undocumented immigrants and a fair immigration reform for the country," said the event's organizer, Mexican American Political Association President Nativo Lopez. "Political leaders and organizations throughout the country stand solidly with us."

...[Police Chief William Bratton], who will be at the LAPD's assembly area at Thursday's rally, according to his office, told KPCC-FM on Wednesday that the ranking officer who was in MacArthur Park during the May 1 melee [Deputy Chief Cayler "Lee" Carter Jr.] has decided to retire rather than continue on home duty pending an investigation.

But, wait, it gets even better:

LAPD officials will distribute fliers to people at the staging areas of Thursday's immigration march and rally at MacArthur Park, assuring participants that officers want to work cooperatively with them.

The flier, written in English, Spanish and Korean, reads:

"Procession for Justice

"The Los Angeles Police Department is committed to working in cooperation with the event organizers [ed: as the links show, some of the organizers have questionable links and positions] to protect your right to free speech. We wish to allow you to engage in marches, demonstrations, protests and rallies in the city of Los Angeles to freely express your opinions.

"The goal is to provide you with an atmosphere that is safe and in harmony with your right to free speech. We appreciate your cooperation in assisting us in our ability to ensure that you have a positive experience."

[1] laobserved.com/archive/2007/05/back_to_macarthur_park.php
[2] la.indymedia.org/news/2007/05/198666_comment.php

UPDATE: An audio snippet of Alcalde Villaraigosa speaking - all in Spanish - at the rally is in this MP3 file. Whether he said anything at any time in English is not known. He promotes a path to citizenship, lists several religious and ethnic groups saying they're all Americans, and at the beginning and the end says, "we're here and we're not leaving."

And, from this related article:

...A coalition of civic leaders, legal advocates and newspapers is seeking all internal LAPD records involving the clash between police and protestors during May 1 immigration reform rally.

The group is requesting copies of videotapes of the incident, policy documents, the names of officers involved, communications on the use of force at the event, and memos between elected city officials.

Peter Schey of the Center for Human Rights and Constitutional Law says the information will help prevent any cover up.

Schey has at least three links to the Mexican government.