Usually, they have a march starting at 7pm from W6th or 7th Ave & down along Granville towards the Consulate, but many people don't join until about 8pm and just show up at the Consulate for the candlelight vigil.
Mind you, the format of the vigil is pretty much the same every year -- the organizers reading out their declaration in Cantonese, (really bad) Mandarin, and English. Similar songs are sung every year, and the event finishes off with the candle light remembrance. Some will say the event and proceedings are really boring, but you gotta keep in mind what the demonstration represents.