The protests were called by the Muslim Brotherhood, as it claims its candidate won last weekend's presidential poll.
His rival, former PM Ahmed Shafiq, also says he has won.
Meanwhile officials said ex-President Hosni Mubarak, ousted in last year's revolution, had been moved from jail to a military hospital after a stroke.
As Egyptians voted, the generals dissolved parliament and claimed all legislative power for themselves.
Correspondents say the Supreme Council of the Armed Forces (Scaf) appears to be working on the assumption that Muslim Brotherhood Mohammed Mursi will win, and making moves designed to reduce or constrain the power of the president and entrench its own.
Activists have described the moves as a "military coup".