Cardiff came to a standstill on Friday as an estimated 200,000 people packed the streets of the Welsh capital to recognise the achievements of Coleman’s squad.
And there were over 30,000 at the Cardiff City Stadium – Wales’ home ground – where the Manic Street Preachers performed and the squad were introduced on to the pitch.
Coleman praised the players and the supporters for taking Wales to new heights, his side surpassing the achievement of the 1958 side which reached the quarter-finals of the World Cup.
The Wales manager quickly turned his attention to his “last hit at it” in the 2018 World Cup qualifying campaign, which starts at home to Moldova on September 5.
“We know if we give our nation something to be proud of, this is the end result,” said Coleman.
“But we are in the middle of something, not the end.
“We need that little bit of luck, the same hunger and desire and good things will happen.”
Coleman has been linked with other roles at club and international level, dismissing media questions during the tournament on the vacant England manager’s job and the possibility of succeeding Marc Wilmots after his side eliminated Belgium.
He remains committed to Wales for the duration of his contract but said: “I am sure this will be my last campaign whether we qualify or not.
“That will be six years in the job, which is a long time. This will be my last hit at it, so I will give it my best shot.
“But I would not consider going anywhere else. I want to see this through. There’s loads of work to be done with this team. I’ll give everything I’ve got in this next campaign.”
Wales Euro 2016 player ratings
Wayne Hennessey – 8 out of 10
Commanding tournament after back spasm forced him to miss first game. Commanded area well and could rarely be faulted.
Danny Ward – 6 out of 10
A huge weight of responsibility to be asked to play in Wales first game with such little senior experience. Acquitted himself well.
James Chester – 7.5 out of 10
A revelation against Belgium, where he was the best Welsh defender. Unafraid to tackle hard and exploited space in front of defender. Surprised many.
James Collins – 7 out of 10
His first half against Portugal will be the memory. After surviving a good penalty appeal, won the battle with Cristiano Ronaldo was exceptional for a player who had been on the margins.
Ben Davies – 7 out of 10
Most players had their individual moment. If Davies had not made his vital block in the early minutes against Slovakia, the month could have taken a different course.
Chris Gunter – 8 out of 10
Immense work load for the wing back. Covered big distances, strong in the air and beautifully measured cross for Vokes which finished off the Belgians.
Neil Taylor – 7.5 out of 10
His goal against Russia, after he was given a second stab at the ball, was his first since he played for Wrexham but extremely tidy and calm. Key figure behind the scenes as squad bonded .
Ashley Williams – 7.5 out of 10
Recovered from a difficult and imperfect game against England, when he injured his shoulder, to be the leader. Superb v Belgium.
Joe Allen – 8 out of 10
The director and architect of much of Wales’ play, with beautifully weighted pass to meet Ramsey’s run for the first goal v Russia. Struggled with bigger workload against Portugal.
Andy King – 6 out of 10
Covered the yards and worked manfully, even though not blessed with the Ramsey element of surprise required against Portugal.
Joe Ledley – 7 out of 10
Tireless in midfield, winning the tackles and many aerial challenges that allowed partner Allen time and space to create. All that after breaking a leg against Stoke on May 7.
Aaron Ramsey – 9 out of 10
The nation’s player of the tournament. Slow start against Belgium but the fulcrum of Wales’ creative game, with superb vision to break the lines. Painfully missed against Portugal.
Jonathan Williams – 7.5 out of 10
Bale loves him because of his willingness to run at defenders and force free-kicks. Some wonderfully creative moments from him.
Gareth Bale – 8.5 out of 10
Memorably candid press appearances two days out from very game helped put Wales out there. Threatened in bursts and provoked fear which drew defenders away from teammates.
Hal Robson-Kanu – 7 out of 10
He will always have Lille and the moment he ‘Cruyffed’ a goal against Belgium, as he put it. Not in the elite bracket but did the hard yards, forced starting place and enhanced reputation.
Sam Vokes – 6 out of 10
Reliable, if not exceptional. Led the line well and his header against Belgium was a finish of the utmost class which revealed what he is capable of.
Coleman wants those World Cup qualifiers to take place at Cardiff City Stadium despite increased interest in the national team.
Football Association of Wales chief executive Jonathan Ford says the 72,500-capacity Principality Stadium is an option, while admitting that the ground’s rugby commitments mean it is not “available to us for every single match”.
The players are also known to enjoy playing at Cardiff City Stadium and Coleman said: “We could gamble and go back there (Principality Stadium).
“It is a magnificent stadium, we know that, we could get another 20,000 maybe, but we made a choice.
“I’d rather be playing at Cardiff City Stadium where there’s 30,000 screaming Taffs breathing down the opposition’s neck, and our boys feeding off that.”
For now, however, the Wales squad are basking in their Euros success and an open top bus parade which will be remembered for many years to come.
Striker Gareth Bale paid tribute to the fans by saying their support had helped the team “move on to the next level”.
And, after annoying the England camp during the Euros by claiming that Wales had more pride and passion than their neighbours, the Real Madrid star could not resist one final quip.
“To get a welcome like this was incredible. It shows how amazing our fans are,” said Bale.
“The support we’ve had has given us that extra confidence to move on to the next level.
“We knew what we were capable of after getting to France, we said we didn’t want to make the numbers up.
“We wanted to give it a real go – and we got ahead of the English!”