I have not, but my Brother has twice, I am SOOO Jealous!!
Not exactly the same, but every year (this will be our 10th) I go to the Chicago Gay Pride Parade. I am not Gay (Not that there is anything wrong with it) But it is the Best Free Entertainment in Chicago.
10 years ago when a couple of girls I went to boarding school with decided to have a Girls weekend we did not know the Parade was that weekend, after we went the first year that is the weekend we do girls weekend every year!!
I go every year. I got interviewed live on Fangoria TV one year when I was dressed as a Baseball Fury, lucky they sold the broadcast on DvD, which I bought. I been dressing as Marilyn Manson. This year I wanna dress something warmer, running around in ladies panties and stockings isnt exactly warm.