Marching bands strutted their stuff during the Firefighter Parade in Norristown on Saturday.   More than 250 fire trucks from all over Pennsylvania also participated in the procession along Marshall and Main Streets.   The parade was the finale of the 133rd annual convention of the Firemen's Association of Pennsylvania.   Firefighters from all over the state gathered at the Montgomery County Fire Academy in Plymouth Township last week to talk shop before going back into their own communities to teach fire safety during October.