A gay Mexican wrestler in a mask and tights, women dressed up as skeletons, African campaigners in tribal costumes and children joined the first International March against Stigma, Discrimination and Homophobia, organized by homosexual and transsexual groups.
It took place a day before the start of the six-day International AIDS conference, which some 22,000 scientists, policymakers and grassroots workers are expected to attend.
Mexican Health Minister Jose Angel Cordova also took part in Saturday's march, the first time a member of the government attended an event supporting sexual diversity.
"I'm showing my respect for sexual diversity and all forms of living together," he said, amid booing from demonstrators who accuse him of not doing enough to fight homophobia and AIDS.
Mexican President Felipe Calderon, UN Secretary General Ban Ki-moon, former US president Bill Clinton and Margaret Chan, director general of the World Health Organization, are among those expected at the conference.
A 12-year-old HIV-positive Honduran, Keren Dunaway Gonzalez, is due to represent the 33 million people now carrying the AIDS virus at Sunday's opening ceremony.
"When I speak to all these people, I'll ask them to support the fight against this illness, to give us medicine because it's expensive and to campaign more so children don't get infected," she told AFP.
AIDS deaths in 2007 fell to some two million but, despite new drugs that have, for some, transformed the human immunodeficiency virus from a death sentence to a manageable disease, experts say infection rates are rising in many countries.