It's been free for the last couple of years too, presuming you're talking about London Pride. Don't know whether Boris will fund the next one. The march has always had political elements, though, so I'd count it as a demo really.
Going on those demos has made me and my daughter appear in several documentaries, because there weren't many gay parents there with their kids, but last year there were tons of parents, and we got a HUGE cheer from the onlookers just by walking past with children and buggies.
My first demo was in Berlin, protesting against abolition of grants. We took over a TV station.