A march is a stereotypical piece of music for band. Picture any high school marching band in a parade, and they're probably playing a march. Marches are often upbeat, and feature brass instruments heavily, with percussion keeping a strong beat to keep in step, and occasional woodwind solis.
It's generally agreed that the granddaddy of the modern march is John Philip Sousa. It's a rare band that's never played a Sousa march, and it's a good bet that if you've ever been to a Fourth of July1 parade, you've heard something he wrote.
1: Excuse my Americentricism, but most of these marches are patriotic music for the Marine Band, so I'm unsure that they'd be played elsewhere.