The marches come one day after three people were killed and 29 injured when shots were fired at an opposition rally.
The opposition has called a general strike to demand the resignation of Mr Chavez, or a date for early elections.
Mr Chavez refuses to bow to the protesters' demands but his government has agreed to begin talks with opposition groups aimed at ending the six-day strike that has almost crippled the country's vital oil industry.
Armed intervention
On Saturday Mr Chavez sent army troops to board one of a number of striking tankers.
Chaperoned by hundreds of police, opposition marchers carried Venezuelan flags with black cloth attached - a sign of respect for the three people who died in Friday's attack.
"Everyone on the streets," they shouted. "This Chavez nightmare is about to end."
The BBC's Nick Miles says the protests have been given momentum by the news over the last two days that the strike is beginning to hit the country's all-important oil industry, reducing production.
Oil hit
Crude oil production has dropped by up to a sixth of the total national output since refinery workers and oil tanker crews joined other strikers, threatening the economic backbone of the world's fifth biggest oil exporter.
Analysts have warned that a shutdown for longer than two days could have a major impact on US and world oil prices.
Venezuela facts
Population of 23.5 million, up to 85% live in poverty
World's fifth largest oil exporter and key Opec player
Former coup leader Hugo Chavez elected president 1998 on anti-corruption platform
Chavez briefly toppled by coup in April 2002 but back in power within 48 hours
Mr Chavez said on Saturday that the strike had severely curbed oil-production but not started to affect petroleum exports.
"International clients have not been affected. There have been delays in production and this could affect exports if it is the intention of the strike to sabotage the PDVSA," he said, referring to the state-run oil company.
"I am more concerned by internal than external supply," he added.
Support of poor
Local television has shown heavily-armed troops deploying from a naval launch onto the Pilin Leon tanker, which triggered a port bottleneck in the western oil and shipping hub of Lake Maracaibo when it joined the strike on Wednesday.
"We have control of the tanker, the captain has been substituted," Mr Chavez said.
The president said the measures were being taken to "rescue" oil tankers whose captains had joined the strike.
The opposition are increasingly calling for the president to resign, and not as before to agree to a referendum on early elections, our correspondent says.
The president's supporters, mostly made up of Venezuelan's marginalised and poor, were out in force as well, defiantly chanting that now and always Chavez will be president.
"I had to come to show my rejection of the way the opposition is always blaming innocent people for the violence," said Peggly Martinez, a 19-year-old university student. "There's no dictatorship here and we want the world to know it."