The Kentucky clerk, who was held in contempt of court for refusing to issue same-sex marriage licenses, urged her supporters not to give in.
"Thank you all so much. I love you all so very much," she said. "I just want to give God the glory. His people have rallied, and you are a strong people. We serve a living God who knows exactly where each and every one of us is at. Just keep on pressing. Don't let down, because he is here. He's worthy."
Davis, who said issuing the licenses would violate her conscience and go against her religion, plans to return to work in Rowan County, Kentucky, this week and won't resign from her post, attorney Mat Staver said. Asked by a reporter whether her stay in jail was worth it, Davis smiled and nodded.
But she didn't speak directly about the case, and a key question remains unanswered: When she goes back to work, what will she do when she gets there?
The judge who issued an order releasing her Tuesday attached a caveat Davis may not be willing to accept.
U.S. District Judge David Bunning ordered that Davis be released from jail -- five days after he sent her there -- saying he was satisfied that her deputies fulfilled their obligations to give marriage licenses to same-sex couples in her absence.
But Bunning's new order says Davis cannot interfere with her deputies issuing marriage licenses to all legally eligible couples.
That means Davis could find herself behind bars again if she does anything to prevent the marriages from taking place, CNN Senior Legal Analyst Jeffrey Toobin said.
"If Ms. Davis stops them from issuing licenses, then we are right back where we started," Toobin said. "And Judge Bunning has made it quite clear, he will lock her back up."
'She's not going to violate her conscience'
Davis previously said she will not authorize her office to issue marriage licenses to same-sex couples if her name remains on the certificate. Bunning's order makes no mention of revising the licenses to accommodate Davis, who says issuing a license with her name on it would violate her Christian convictions against same-sex marriage.
One of Davis' attorneys said Bunning hasn't resolved anything.
"We've asked for a simple solution -- get her name and authority off the certificate. The judge could order that," Staver said.
Staver didn't directly answer questions about whether Davis would stop same-sex couples in her county from getting marriage licenses when she returns to work.
"She loves God, she loves people, she loves her work, and she will not betray any of those three," Staver said. "She'll do her job good. She'll serve the people ... and she'll also be loyal to God, and she's not going to violate her conscience."
Bunning ordered Davis to jail on Thursday after finding her in contempt of court for refusing to issue marriage licenses to gay couples
in Rowan County after June's U.S. Supreme Court ruling legalizing same-sex marriage.
ACLU: 'Goal has been achieved'
After Bunning's order, five of her deputies agreed to issue marriage licenses in her absence. The Rowan County clerk's office began doing so Friday.
A lawyer who represented same-sex couples seeking marriage licenses in Rowan County said Tuesday that the plaintiffs' goal had "been achieved."
"This case was brought to ensure that all residents of Rowan County, gay and straight, could obtain marriage licenses. That goal has been achieved," said William Sharp, legal director of the American Civil Liberties Union of Kentucky. "The Kentucky Attorney General and counsel for Rowan County have said the marriage licenses are valid. We are relying on those representations, and our clients look forward to proceeding with their plans to marry."
At rally, Republican presidential hopeful takes center stage
The case has become a political lightning rod, drawing attention from several Republican presidential hopefuls, even though Davis is a Democrat.
At Tuesday's rally, Davis was flanked by her attorney and her husband, but former Arkansas Gov. Mike Huckabee emceed her theatrical arrival at the event
, introducing her to cheering crowds as the song "Eye of the Tiger" blared.
Huckabee said he had a message for the judge who sent Davis to jail last week and ordered her release Tuesday.
"If you have to put someone in jail, I volunteer to go. Let me go. Lock me up if you think that's how freedom is best served," Huckabee said. "Because folks, I am willing to spend the next eight years in the White House leading in this country. But I want you to know I'm willing to spend the next eight years in jail, but I'm not willing to spend the next years in tyranny under people who think they can take our freedom and conscience away."
Texas Sen. Ted Cruz also traveled to Kentucky to meet with Davis, but he was not part of the pro-Davis rally that appeared on live cable television.
Davis' attorneys: Kentucky religious freedom law supports her
Davis' legal team has filed appeals to the 6th U.S. Circuit Court of Appeals.
"If (Davis' deputies) can issue licenses under someone else's authority ... Kim Davis would not stand in the way of that," one of her attorneys, Roger Gannam, told CNN's "New Day" on Tuesday.
Davis' legal team on Monday asked the appeals court for an injunction that would prompt Kentucky Gov. Steve Beshear to remove her name from the licenses, something her attorneys say Beshear can do through an executive order.
Some of Davis' opponents say she could resign if she feels she can't issue licenses to same-sex couples.
But Davis should not have to resign or be jailed, Gannam said, because "accommodation of religious conscience is the law in Kentucky, including for elected officials."
Gannam cited Kentucky's Religious Freedom Restoration Act. The 2013 law
prohibits the state government from substantially burdening a person's freedom of religion unless the government both proves it has a compelling interest in doing so and has used the least restrictive means to do it.
"It's the duty of the Kentucky government to accommodate that, and they very easily could do so," Gannam said. "Gov. Beshear is the one who should do his job or resign."
Governor: No special session
Beshear's office said Monday he wouldn't respond to news of the appeals, saying the case was a "matter between her and the courts."
The state Legislature also could pass a law removing clerks' names from the licenses, but it won't be in session until January.
Beshear said the Legislature can do as it wishes, but he won't call lawmakers for a special session to deal with the issue, adding that doing so would cost "hundreds of thousands of dollars of taxpayers' money."