Nope, I have never been to a GLBT parade in another country.
Germany has many famous GLBT events, especially Christopher Street Day in Berlin and Cologne. Many of my German gay and lesbian friends go to either Berlin or Cologne. I hope one day in my life that I will get to go to Germany during June and experience this.
The one in Brazil looks fun..........but the one in Mexico and Israel i wouldnt go cuz those two countries are very very religious and conservative......it may not be safe........