Loud sirens, flashing lights and countless rainbow flags and banners accompanied uniformed police officers, cheerleaders and politicians who marched in San Francisco's gay pride parade Sunday, the 42nd year the city has celebrated the lesbian, gay and transgender community.

More than 200 floats made their way down Market Street, the city's main thoroughfare. A few marchers were dressed in elaborate, brightly colored outfits made from balloons, while many other participants and parade watchers wore hardly anything.

Angel Nava, 19, of Sacramento, Calif., wearing just a pair of skimpy orange-colored shorts, stood with his arms crossed, apparently chilled, but still in good humor.

"I think all these people are beautiful," he said.

Mayor Ed Lee was set to speak at the city's Civic Center _ near the parade's end-point _ later Sunday. He'll appear not far from where gay rights activist and San Francisco City Supervisor Harvey Milk famously addressed gay pride celebrants more than 30 years ago.

Organizers said San Francisco's weekend events are the largest LGBT gathering in the nation, but thousands were also celebrating in Chicago and New York City, where parade-goers are toasting the anniversary of the state's same-sex marriage law.

In Chicago, large crowds gathered on the city's North Side, with many saying it was time for Illinois to allow gay marriage. Sunday's parade comes just weeks after 25 Illinois couples sued for the right to marry.

Illinois Attorney General Lisa Madigan and Cook County State's Attorney Anita Alvarez have refused to defend the lawsuit, saying the state's gay marriage ban violates the constitution. Gay marriage opponents have said they're strategizing over how to intervene.

Last year, several floats were vandalized before the parade began. Chicago police said there have been no reports of trouble.

New York's march exuded diversity, from grand marshal Cyndi Lauper to the mayor, the police commissioner and the governor.

"New York is a place where you can do whatever you want to do," Mayor Michael Bloomberg declared before he joined the Fifth Avenue parade at noon.

He said he had a message for the rest of America: "The government should get out of your personal life."

Hundreds of thousands of spectators crowded sidewalks a dozen deep, cheering and waving rainbow-colored flags for the annual festivities one year after New York Gov. Andrew Cuomo signed the Marriage Equality Act into law.

The governor appeared Sunday with his girlfriend, Food Network chef Sandra Lee.

City Council Speaker Christine Quinn came as a newlywed, married last month to longtime partner Kim Catullo.

"A year ago, I was walking with my fiancee," Quinn said. "Today, I'm marching with my wife, my father and the mayor."

San Francisco's parade came a day after a smaller march in the city's Dolores Park and the so-called "Pink Saturday" street party.

Former San Francisco Mayor Willie Brown waved as he rode by in a yellow convertible. A jail bus, adorned with rainbow banners, blared its siren and flashed its lights.

The Gay Asian Pacific Alliance, LGBT for Obama, Out4 Immigration and Marriage Equality USA were among the marchers. Two men, marching hand-in-hand and waving a sign that read "Frank and Joe, 12 Years Together," received a warm cheer from the crowded sidewalks.

Jeff Haas said he and his wife, Susie, have been coming to watch the parade for several decades, missing only a few years in between.

"I'm really proud of the city and I think it's wonderful that we continue to celebrate this," Susie Haas said.

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Associated Press writer Verena Dobnik in New York City contributed to this report.