Adding to the stew of protests planned during the Republican National Convention, New York labor leaders announced yesterday that they would hold a rally on Sept. 1 at which tens of thousands of union members would demonstrate against President Bush. Labor leaders said the rally would be held near Madison Square Garden, the site of the convention scheduled from Aug. 30 to Sept. 2, to send a strong message to Republicans about what the labor officials said were Mr. Bush's antiworker and antiunion policies. "George Bush is the working person's worst nightmare,'' said Brian M. McLaughlin, the president of the...