The Sovereign as "Chief of Chiefs" is entitled to wear 4 eagle feathers.  

The eldest son or heir presumptive of a Chief and Chieftains of Clans wears two eagle feathers.  

Gentlemen (or Gentlewomen) of the Clan, that is a person who has their own coat of arms, is entitled to wear one eagle feather.  

A Scottish Heritage Council Initiative - the March of the Clans

The general public are invited to assemble at 11.30am on the last Sunday of November at the Macquarie Street end of Martin Place, after the St Andrew's Day morning church service in St Stephen's Uniting Church, Macquarie Street.

If you don't have a kilt, it doesn't matter! The photo below shows Sir Wayne Broun of Colstoun about to lead his clan in the march. He is wearing three eagle feathers.