The Tea Party Express -- a gathering of activists protesting what they view as out-of-control spending by an expanding federal government -- has arrived in the nation's capital Saturday.

Thousands of people marched to the U.S. Capitol on Saturday, carrying signs with slogans such as "Obamacare makes me sick"

The line of protesters completely filled Pennsylvania Avenue for blocks, all the way to the capitol, according to the D.C. Homeland Security and Emergency Management Agency. People were chanting "enough, enough" and "We the People." Others yelled "You lie, you lie!" and "Pelosi has to go," referring to California congresswoman Nancy Pelosi.

Others are waving U.S. flags and holding signs reading "Go Green Recycle Congress" and "I'm Not Your ATM." Some men are dressed in colonial costumes. Police on motorcycles and horses watched as the marchers passed.

FreedomWorks Foundation, a conservative organization led by former House Majority Leader Dick Armey, has organized several groups from across the country for the Saturday event, dubbed a "March on Washington."

The demonstration is part of the so-called Tea Party Movement that gathered steam in April to protest tax policies. And Saturday's event is the culmination of a 34-city, 7,000-mile bus tour that began Aug. 28 in Sacramento, Calif. 

The "partiers" have cited a host of grievances and demands, such as a call for any health care reform to create more competition and be guided by market principles, not a government-run plan.

Organizers said they anticipated tens of thousands of proponents of limited government to attend. They say it will be the largest group of fiscal conservatives to ever gather in Washington.

Richard Brigle, 57, a Vietnam War veteran and former Teamster, came from Paw Paw, Mich. He said health care needs to be reformed -- but not according to President Barack Obama's plan.

"My grandkids are going to be paying for this. It's going to cost too much money that we don't have," he said while marching, bracing himself with a wooden cane as he walked.

The rally comes on the heels of heated town halls held during the congressional August recess when some Democratic lawmakers were confronted, disrupted and shouted down by angry protestors who oppose President Obama's plan to overhaul the health care system.

"I can't figure out to save me what [Mr. Obama and the Democrats] are trying to accomplish, unless they want socialism,"  73-year-old Joseph Wright, a retired paper-mill worker, told The Wall Street Journal. 

Wright rode from Tallahassee, Fla., to Washington this week on one of the many chartered buses bringing in demonstrators from states as far-flung as Massachusetts and Arkansas.

Many protesters said they paid their own way to the event -- an ethic they believe should be applied to the government. They say unchecked spending on things like a government-run health insurance option could increase inflation and lead to economic ruin.

Terri Hall, 45, of Starke, Fla., said she felt compelled to become political for the first time this year because she was upset by government spending.

"Our government has lost sight of the powers they were granted," she said. She added that the deficit spending was out of control, and said she thought it was putting the country at risk.

Other sponsors of the rally include the Heartland Institute, Americans for Tax Reform and the Ayn Rand Center for Individuals Rights.

The White House on Friday claimed it was unaware of the planned rally.

"I don't know who the group is," White House spokesman Robert Gibbs told reporters with a shrug.

But a House leadership aide has warned fellow Democrats that up to 2 million demonstrators could turn out.

"It looks like Saturday's event is going to be a huge gathering, estimates ranging from hundreds of thousands to 2 million people," Doug Thornell, an aide to Rep. Chris Van Hollen, D-Md., wrote in a memo obtained by FOXNews.com.

But conservatives believe the memo is ploy to inflate expectations for the turnout anticipating that it will fall short.

"It's an old political tactic to get out in front and make wild projections and when they're not met, claim their opponents don't have the juice," said Pete Sepp, a spokesman for the National Taxpayers Union, one of the organizers of the rally.