They do have a parade like that in NY and san fran every year.
Actually, it is illegal to be gay in a few states, such as georgia and texas. Of course, it's rarely enforced (dont know how it would be....), but specifically sodomy and homosexual (in some places hetero too) fellatio are illegal acts.
compare that to the MJ laws in places like NY, ME, MA, CO, CA, WA....... In all of those states marijuana is decriminalized and police (if you are white, of course) generally use discretion and give tickets (around $100-$500) for possession of small amounts, that is if they dont just confiscate it and let you go. In those states, possession of larger amounts is not that much worse either - for example in maine (without a doctor's recommendation), cultivation of up to 5 plants is a class E misdemeanor (up to 6mo) and up to 100 plants is a class D (up to 1 year). In practice, people rarely serve jail time for it in maine. as a matter of fact, the law is rarely ever enforced even if the police can prove who did it. for example: when i lived in maine, my neighbor had 400 acres of forest in which he grew a few dozen plants scattered about. come harvest time, he went out to collect them only to find out they were all cut down already. A few days later, the sherriff (the only cop in a 50 mile radius) leaves a note with his wife asking him to come by the police station. He comes by, and the sherriff tells him that he had to remove his plants because some hikers stumbled upon them and reported it, and that if it happens again he will be facing charges, and told him to move his hobby indoors where no one will see it, so the sheriff wont have to come bust him for it.
in california, legal marijuana is a doctor's visit away. In Massachusetts, it's a $100 fine and you are not even required to give the cop your real name - it's an unenforceable law and de facto legal to possess small amounts. In colorado, half the cities and towns have already outright legalized small amounts of marijuana, and it's well known that even the cops smoke weed in colorado.
It would be worth noting that i also had a gay neighbor in maine. He was harassed on a daily basis. He was unable to go to any bars without being picked on, the waiters at the diner would spit in his food, the gas station attendant would not serve him gas, when he walked into the gun store the shopkeeper pretended he didnt even exist, people threw dildos on his lawn, and his house would get toilet papered on a regular basis by the local high school kids. keep in mind, this was in a town (burnham) that was listed for some time by the FBI as one of the top 10 marijuana-producing towns in the entire COUNTRY. It's the Ukiah (ca) of the east coast. He lived there for a total of two years, after which he moved to (what a surprise!) the chelsea neighborhood in new york city.