Technically, the Associated Press didn't lie when they said more than a thousand people attended. After all, 20,000 or 30,000 is more than a thousand. So, from a mathematical standpoint, they were quite correct.
The AP would be equally accurate in stating:
From a mathematical standpoint they'd be perfectly correct.
Though from a journalistic standpoint some of us may be nit-pickers and complain about it.
ADDENDUM: Here is a picture of what the New York Times called "thousands". The Denver Post put the crowd at "more than ten thousand". The Colorado Independent put the crowd at between 10,000 and 15,000. A campaign worker said that 13,000 people were processed through security checkpoints for the event (scroll down).