The Iraq war protests, while massive, never seriously threatened the government or the established order of things. Whereas, the Poll Tax riots in the U.K. where relatively small, but Thatcher was ousted by her own party within months.
Protests work when they threaten to overthrow the government. They could either do that through existing democratic processes, via financial means (e.g. tax revolt) or violently. But the point is the same, governments are motivated by self preservation.
Protests need either powerful organisational structures with figureheads that could assume power, or a broad enough base with sufficient reckless abandonment that it could turn into armed uprising. Without either of those things, the incumbents in power are not threatened enough to act. The actual event where you all march on the streets is just a demonstration that your organisation is powerful enough to threaten the government. It's not meant to be a fun day out with the kids.