I went to my first one 5 years ago in Tucson. It was incredible. The Arizona band led the parade, all their faces painted black with white bones. Cheerleaders were similarly face-colored. There were floats of all kinds, some elaborate, some obviously made by little kids. People marched with pictures of their lost family members, even pictures of their pets who had passed away. The whole parade lasted about 2 hours but it was worth it.