The crowds gathered at several points across the capital and its sister city of Omdurman before marching toward the homes of those killed since the uprising began.
"This is a very important day for the Sudanese people," protester Hamdi Karamallah said.
The protest movement erupted in December, triggered by an economic crisis. The protesters remained in the streets after al-Bashir was overthrown and jailed, fearing that the military would cling to power or preserve much of his regime.
Osman Mirghani, a Sudanese analyst and the editor of the daily newspaper al-Tayar, said the marches "changed the equation" in favour of the Forces for Declaration of Freedom and Change, which represents the protesters.
"Now, all pressure cards are in the hands of the FDFC. The marches corrected the situation," he said.
On Sunday, protesters chanted anti-military slogans like "Burhan's council, just fall", according to video clips circulated online. Gen. Abdel-Fattah Burhan is head of the military council.
Video clips showed protesters running away from security forces in the streets of Khartoum and seeking shelter from clouds of tear gas.
On a highway leading to Khartoum's international airport, a convoy of troops and riot police allowed some demonstrators to pass through as they headed toward the house of a protester who was killed earlier this month.
The protester's mother was standing outside and joined the demonstration. They waved Sudanese flags and chanted slogans calling for civilian rule.
Mohammed Yousef al-Mustafa, a spokesman for the Sudanese Professionals' Association, a leading protest organisation, told The Associated Press that security forces used tear gas to disperse protesters in Omdurman and the district of Bahri in the capital.
He said protests also erupted in Atbara, a railway city north of the capital and the birthplace of the uprising that led to al-Bashir's ouster.
The Sudan Doctors Committee, the medical arm of the SPA, said a protester in his 20s was shot dead in Atbara. Nazim Sirraj, a prominent activist, said at least four people were killed in Omdurman.
The SPA later called on protesters to march on the Nile-side presidential palace in Khartoum, as security forces closed off roads and bridges leading to the palace. The groups later said security forces barred the protesters from reaching their destination.
The FDFC called on protesters to head to other squares in Khartoum and Omdurman.
General Mohamed Hamdan Dagalo, deputy head of the military council, said the generals want to reach an "urgent and comprehensive agreement with no exclusion".
"We in the military council are totally neutral. We are the guardians of the revolution. We do not want to be part of the dispute," he told a gathering of army supporters.
He said three troops from the paramilitary Rapid Support Forces were wounded during the protests in Khartoum. Dagalo, better known as Hemedti, is the leader of the Rapid Support Forces.
"Our mission is to protect people and any peaceful revolution," he said.
The previous day, the military council said it did not oppose the demonstrations but warned protest leaders that they would be held responsible for any vandalism or violence during the marches.
The African Union and Ethiopia have meanwhile stepped up their efforts to mediate an end to the crisis and reach a deal over setting up a new transitional government.
Earlier this week the AU and Ethiopia extended a joint proposal. The generals and the protesters voiced their approval but did not immediately restart negotiations.
The military council said in a statement that it submitted its response to the envoys, and that the generals are ready to resume negotiations on Sunday based on the AU and Ethiopian proposal. Lt. Gen. Shams Eddin Kabashi, a spokesman for the council, said it was hoping to reach a "comprehensive political solution" under the umbrella of the AU.
However, the Forces for Declaration of Freedom and Change, which represents the protesters, said talks could only begin once the military has officially ratified the AU-Ethiopian proposal. Al-Mustafa said talks would resume "directly after the military council signs the proposal."
- AP