Riding on motorcycles and in pickup trucks, the protesters traveled in a noisy parade to eight locations including the Bangkok zoo and Buddhist temples being used by soldiers as temporary camps.
"We will storm the places where soldiers camp out. We'll shake the fence. We'll cut the barbed wire. We'll march through the barricades. We'll march for democracy!" a leader of the "Red Shirt" protesters, Nattawut Saikua, shouted to the crowd. "This is where we'll end military suppression. This is where we'll create democracy."
Soldiers at several locations packed their belongings and left to avoid clashes, drawing raucous cheers from the protesters, who declared victory and by late afternoon retreated to the main protest site in Bangkok's historic district. Authorities said the soldiers would regroup elsewhere.
Saturday's protest took a more confrontational stance than previous rallies over the past two weeks. It prompted the deputy prime minister to make a televised statement assuring that the situation was under control.
"I have ordered the soldiers to handle the situation as softly as possible," Deputy Prime Minister Suthep Thaugsuban said. "There will be no confrontation with the demonstrators, and we will try not to obstruct their movement."
Police said at least 60,000 protesters attended the march. Earlier rallies, including one last Saturday that snaked through Bangkok, have drawn as many as 100,000 people.
Prime Minister Abhisit Vejjajiva has called in thousands of troops to guard Parliament, government buildings and other key locations amid fears of violence. Protesters have denounced the show of military force as unfitting for a democracy and said their goal was to peacefully pressure the soldiers to return to their barracks.
"It is not our aim today to use violence. We'll be visiting these soldiers as friends," another protest leader, Veera Muksikapong, said at the start of the march. "They would know that we come in good will."
The protesters accuse Abhisit of taking power through illegitimate means with the support of the military and are demanding he dissolve Parliament and call new elections, which he has repeatedly rejected. Abhisit has been sleeping and working from an army base since the protests started March 12.
Leaders of the protest movement - formally known as the United Front for Democracy against Dictatorship
- have increasingly portrayed the demonstrations as a struggle between Thailand's impoverished, mainly rural masses and a Bangkok-based elite impervious to their plight.