Thousands of people are lining the chilly streets of downtown Houston to watch the annual Thanksgiving Day parade full of marching bands, floats and giant helium-filled balloons with figures like Dilly the Dinosaur and Frosty the Snowman. The parade is taking place under bright blue skies and a festive atmosphere, even though many of the families lining the parade route arrived at 7 a.m.--two hours before the official starting time.