You might look for a local horse/saddle club in your area. We have ridden in several small parades with our club. We all have vests that we made and horse covers with the saddle club name on them. We look pretty snazzy I must say
If nothing else check with local city chamber of commerces. They are the ones who usually put parades together. They may be able to put you in touch with a group who regular parade entrys.
Sorry wanted to add this. If you are in or around small towns and you hear they are having a parade, just take your horse, pretty him up and WAVE
They are a lot of fun.