The marchers, chanting slogans like "No more years" and carrying anti-Bush signs, filled nearly 20 city blocks on a sunny, steamy day with temperatures in the upper 80s. Supporters leaned from windows to cheer them on.
Organizers claimed a crowd of 4000,000 participated in what was expected to be the largest protest of the week. Police did not offer a crowd estimate.
City officials implored demonstrators to be peaceful and no violence was reported, though about 45 protesters on bicycles were detained and bound with plastic handcuffs just off the march route, police said.
Meanwhile, Mr. Bush reflected on his role in the war on terrorism. "I'm not the historian. I'm the guy making history," the president said in an interview with Time magazine.
Asked what he learned from the past four years, Mr. Bush said he'd learned "that Washington is a much more bitter, ugly place, dominated by special interests, than I ever envisioned."
Mr. Bush went to church Sunday morning, rode his mountain bike and was flying later to Wheeling, West Virginia, for a rally. He was campaigning in battleground states as he makes his way to this overwhelmingly Democratic convention city.
Kerry was at his beachfront home in Nantucket, Massachusetts, where he planned to plot strategy for the final two months of the presidential campaign.
With his now a campaign issue, Kerry said, "I'm in a fighting mood."
Vice President Dick Cheney arrived for the convention Sunday at Ellis Island, tracing a route taken by millions of immigrants and staying far from the protesters.
Cheney arrived with his wife of 40 years, Lynne, and three granddaughters on a tugboat dubbed Liberty IV. The welcome rally for the vice president was billed as a kickoff to the convention, convening Monday across New York Harbor in Madison Square Garden.
"It's a special honor to kick things off here on this island, the gateway to America for so many people," said Cheney.
Pre-convention polls showed the race evenly split between, although challenger John Kerry has lost ground since his convention in Boston a month ago.
Sen. John McCain, R-Ariz., attributed Kerry's slight loss of ground in recent polls to television ads challenging Kerry's military service in Vietnam aboard Navy Swift boats.
"I can think of no other reason. I've never seen anything like it in the 22 years that I've been active in politics," McCain told CBS' "Face the Nation."
McCain has called on Mr. Bush to denounce ads by the group Swift Boat Veterans for Truth that accuse Kerry of lying about his combat service.
The president has said all ads by independent outside groups, including those aimed at him, should be stopped and has promised to work with McCain to go to court to try to block such ads. McCain addresses the convention Monday night.
Besides Sunday's protest march, several other events were planned, including a gay rights demonstration and a vigil in Central Park by a group of Sept. 11 families opposed to the Iraq war.
The New York Daily News made a front-page pitch for calm on Sunday, publishing a front-page editorial with the headline, "Play Nice."
The convention site is miles north of Ground Zero, where two hijacked planes destroyed both towers of the World Trade Center on Sept. 11, 2001. Nearly 3,000 people died there, at the Pentagon and at a crash site in Pennsylvania.
Thousands of police guarded New York roadways, bridges, tunnels and ports, while vehicle restrictions in an 18-square-block area around the Garden snarled traffic in a city that is already congested.
Inside the hall, the transformation from sports and entertainment center to convention site was complete, with a custom-made podium filling one side of the hall and thousands of balloons above.
A small group of delegates have been here since the middle of last week for platform hearings, but scores were arriving on Sunday.
Mr. Bush arrives Wednesday. He'll spend one night in New York before bolting for the battlegrounds of Pennsylvania, Ohio and beyond shortly after accepting the Republican nomination as the presidential candidate.
The delegates were arriving under unprecedented security.
Convention attendees were greeted with a list of prohibited items that included guns, explosives, fireworks and knives — "regardless of size" — as well as some less obvious items such as umbrellas.