If you ever get asked to lead a marching band through the streets of New York to meet up with other bands at a marching band festival, I can say with first hand experience, you should do it:
http://www.boweryboogie.com/2012/10/marching-with-honk-nyc-in-the-east-village-video/
I got an email that morning asking me to lead Minor Mishap from Austin through the East Village in a confluence of brass bands as part of Honk Fest. There is nothing like the feeling of being followed by a brass band through the city, playing your own soundtrack.