Stalin, along with cadres of the DMK and other parties, came in a procession in Tiruvarur and was detained in a marriage hall, police said, adding they will be let off later.
Senior DMK leader and former Union Minister T R Baalu was among those who took part in the agitation in Tiruvarur.
In Chennai, farmers' leader P Ayyakannu, who staged protest in the national capital for 41 days, and Tamil Nadu Congress Committee President Su Thirunavukkarasu took part in a demonstration held at Egmore.
The state secretaries of CPI (M) and CPI, G Ramakrishnan, and R Mutharasan respectively, VCK chief Thol Thirumavalavan, and Congress leader KV Thangabalu went in a procession in Saidapet here.
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A series of protests, including 'rail roko', were held in some parts of the state including Tiruchirappalli, Coimbatore, Madurai and Kanchipuram.
Shops, local vegetable markets and a section of private establishments were shut down, partially affecting normal life in response to the bandh call.
Thousands of police personnel have been deployed in the state to maintain law and order.
Opposition parties including DMK, Congress, CPI(M), CPI, VCK and IUML apart from trade unions affiliated to them, farmers bodies and the film fraternity have pledged support to the shutdown.
However, both factions of AIADMK, BJP, MDMK and TMC(M) are not participating in it.
On April 16, a meeting of the opposition parties chaired by Stalin gave the bandh call.
According to the DMK, the bandh is to urge the central and state governments to fulfil the demands of farmers and farm labourers which includes adequate relief and setting up of Cauvery Management Board.
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