"I am just burning with anger about what our country is doing," said protester Cornelius Boss, an ex-Marine from Columbus, Ohio, about Bush's foreign policy.

Police said there were more than 200 arrests, all but 15 unrelated to the march. There was at least one clash between self-styled anarchists and police along the route, but protesters and police praised each other for mutual cooperation.

A small group of masked anarchists set fire to a float just one block from the Madison Square Garden convention site and hurled bottles at police in riot gear who rushed them and made 15 arrests, police said.

About 500 people have been arrested since anti-Bush protests began on Thursday when AIDS activists stood naked in front of Madison Square Garden.

Police Commissioner Raymond Kelly said four police officers were injured in various incidents on Sunday.

"As we expected the vast majority of people in the march were peaceful...as far as the march was concerned it went extremely well," Kelly said.

There have been tensions between police and organizers since an anti-war demonstration in February last year when protesters said they were penned in by police barricades. Hundreds were arrested at that rally.

Within an hour of Sunday's march ending, police arrested as many as 60 protesters who went to Times Square theaters to encounter Republican delegates. Thousands also gathered in Central Park in defiance of a city ban on a rally there. They included a comic troupe of clown-faced soldiers in military green jumpsuits.

Hundreds of people lay on the grass in the park and formed a massive human peace sign.

Among the demonstrators in Times Square were "Queer Fist," a group of young gays and lesbians who took part in a "kiss-in" on the sidewalks of the theater district. Police moved in and arrested them and put them in handcuffs outside a hotel. On Sunday night, demonstrators approached Republican party donors at an event in Manhattan, shouting "shame on you and get out of New York."

In the march, people protested against a wide array of issues from the war, to health care, the environment and the economy, chanted, "Hey Ho, Hey Ho, Bush Has Got to Go."

The peaceful crowd walked in a carnival atmosphere, banging drums and waving banners past the convention site. Republicans and other visitors arrived in the city for a four-day event where Bush will be nominated for another four-year term. He faces Democratic candidate Sen. John Kerry of Massachusetts in the Nov. 2 election.

"Some people say that it is not patriotic to protest but we're taking back the flag because free speech and speaking out for what you believe in is patriotic," said Shana Berger, one of 14 people carrying a large U.S. flag in the march. "We do support the troops but we want them to come home now."

Thousands of police - many clad in riot gear, some on bicycles, others on horseback or on foot - monitored the crowd. Protesters carried signs reading "Osama Loves Bush," "Bush Lies Who Dies?" and "Hate is not a Family Value."

UFPJ march organizer Leslie Cagan told Reuters that the event had gone "very, very well" and "people have come to protest the Bush administration on very many issues, but today we were united in speaking out against the Bush agenda."

Many held banners opposing the war in Iraq. The Bush administration said it invaded Iraq to rid Saddam Hussein of weapons of mass destruction that threatened America's security, but no stockpiles of weapons have been found.

"He (Bush) is ruining the country that I knew as a child growing up," said Joan Azulay, a retiree from Austin, Texas.