The annual Macy's Thanksgiving Day Parade, led by a giant inflatable Charlie Brown balloon, stepped off Thursday amid heavy crowds and a strong police presence. Costumed characters mingled with revelers and crowds cheered as clowns on bicycles rode by carrying bundles of balloons. Security measures this year included sanitation trucks filled with sand placed at intersections, bomb-sniffing dogs and portable radiation detectors. And the crowd seemed grateful for the extra security. Spectators yelled, "Thank you!" to passing police officers, including the New York Police Department marching band.