Conley was 15, of Seattle.
March organizers were expecting as many as 200 people, said Tom Thorleifson, a commander with the Lake Stevens American Legion Post 181.
The reward money for tips in the case had reached nearly $9,000 at last count, he said.
The march was organized as a way for people to spend time together as they try to cope with the death, Thorleifson said.
"This is to show support," Thorleifson said. "This is something just to band together."
Meanwhile, Snohomish County sheriff's major crimes detectives are staying tight-lipped about their investigation.
The shooting happened about 11:15 p.m. in the area of South Lake Stevens Road and South Davies Road. Few details have been released. The death marked the first homicide in Lake Stevens in recent years. Local police began working with the sheriff's office almost immediately.
Despite repeated media reports about a black sport utility vehicle somehow being involved, "no vehicle has been identified as associated with this investigation," sheriff's bureau chief Kevin Prentiss said Monday.
People can donate to the "Molly Conley Reward Fund" at any Wells Fargo bank. Tiplines include Crime Stoppers at 800-222-TIPS or the sheriff's office at 425-388-3845.
The family asks for donations in Molly's memory to Mary's Place in Seattle, Victim Support Services in Everett, and the Washington state chapter of US Lacrosse.
Rikki King: 425-339-3449; firstname.lastname@example.org
More Local News Headlines
Everett City Council puts courthouse deal on hold over parking questions Monroe skatepark will undergo $240,000 worth of improvements GPS coming to most local police, fire vehicles Locals fondly recall author Ann Rule Man sought in Marysville shooting Voters to decide on Marysville fireworks ban Life in prison for killer of Seattle police officer who was from Marysville Volunteer brings troubled felines to inmates, who help tame them
Our new comment system is not supported in IE 7. Please upgrade your browser here.