New Plymouth protester Luke Drabble, 17, said he would sleep under the stars for the next seven days.
"We are right outside the courthouse. I'm planning on sleeping under the trees in sleeping bags ... I want to get as many people aware of the problems as I can and the only thing that will stop me protesting is a decision of change," he said.
About 600 people marched up Queen St with banners, face masks, flags and musical instruments, attracting a crowd of curious onlookers.
French visitor Farjov Patrick said it wasn't just the Rugby World Cup which had him entertained.
"It's interesting to watch: New Zealand has a big problem? France has the same thing as the rich get richer and the poor get poorer," Patrick said.
Auckland protester Sheree Carbery, 40, supported the march with her 6-year-old son Braydon McCallum who joined in by shouting: "John Key is a donkey".
"I believe in what these people are doing. I'm totally against the Government because they don't give people voices," Carbery said.
Her partner, Ryan McCallum, 40, said he left the corporate world to become a life coach for men and boys.
"It feels right to be here to represent the part of New Zealand who still feel a bit embarrassed to step forward and voice we need change," he said.
Auckland police Inspector Willie Taylor said the event ran smoothly and no one was arrested.