The interior ministry had banned all protests, and security officials said at least 500 people were arrested around the country.
The figure includes 90 people in Cairo and 121 members of the opposition Muslim Brotherhood in the southern city of Assiut, the officials said without providing further details.
In Cairo, police fired tear gas at hundreds of people gathered near the journalists' syndicate demanding the ousting of President Hosni Mubarak, an Agence France Presse reporter said.
Protesters chanted "The people want the ouster of the regime," and threw rocks at police in response to the tear gas.
In Suez, where three demonstrators died on Tuesday, witnesses told AFP police used batons to try disperse at least 2,000 protesters gathered outside a morgue and chanting "Down with Mubarak."
Riot police trucks lined the streets of downtown Cairo where thousands had gathered the day before to demand that Mubarak step down.
Officials said four people - three protesters and a policeman - had died in Tuesday's protest in a "day of anger" inspired by the uprising in Tunisia.
The United States, a key Egyptian ally, said Cairo should be "responsive" to its people's aspirations, while both France and Germany urged restraint on all sides.
An Egyptian security official told AFP around 200 people had been detained by yesterday in the largest protests in Egypt since bread riots in 1977.
Security forces had surrounded the journalists' syndicate yesterday, briefly detaining one of its board members.
The pro-democracy youth group April 6 Movement, the driving force behind Tuesday's protests, had urged people to head back to Cairo's main square today.
This, despite the fact that in the early hours, police had ended the Cairo protests by firing tear gas and rounding up protesters, with reports of dozens arrested or missing.
"Everyone needs to head down to Tahrir Square to take over the square once again," the group said on its Facebook page which, along with Twitter, had helped to organise Tuesday's protests.
In a separate statement, it urged Egyptians to carry on protesting.
"To continue what we started on January 25, we will take to the streets to demand the right to life, liberty, dignity and we call on everyone to take to the streets ... and to keep going until the demands of the Egyptian people have been met," the group said.
The interior ministry said further demonstrations were banned and anyone taking part would be prosecuted.
"No provocative moves, or protest gatherings, or marches or demonstrations will be allowed," the ministry said.
"Legal measures will be taken against anyone (in contravention), and they will be transferred to the prosecution," a statement continued.
April 6 Movement members said they would take to the streets regardless.
"We've started and we won't stop," one told AFP yesterday.
On Tuesday, a police deployment of some 20,000 to 30,000 personnel had allowed demonstrators to march to Tahrir Square, where they chanted in unison: "The people want the ouster of the regime."
Among demands are the departure of the interior minister, whose security forces have been accused of heavy-handedness; an end to a decades-old state of emergency; and a rise in minimum wages.
Late on Tuesday, the interior ministry said security forces had decided to allow demonstrators "to voice their demands and exercise their freedom of expression," with a commitment to "securing and not confronting these gathering".
But it accused the Muslim Brotherhood of rioting and causing public disorder, which the group denied.
Egypt's stock market saw a sharp decline and the Egyptian pound hit a six-year low of 5.83 to the US dollar yesterday.