In some versions of the myth, the gods actually go to the Great Goddess and explain that only she can assist them in this civilizing project they all hold dear. The Goddess agrees to be born as Sati and marry him.
The divine sage Narada hurries to meet Sati and so praises Shiva that she resolves to have no other husband. He advises her that Shiva is not the sort of person to be impressed by her astonishing beauty and that devotion and the austerities of askesis are the way to his heart. Sati begins a series of yogic practices that leave the gods awestruck, so difficult are they and Shiva relents. However, Sati's father Daksha is not at all pleased at his daughter's choice of husband.  In the Parvati Myth she asks permission from her father, (It's the mother who objects) whereas she flatly refuses to be obedient here. Women had a greater say in these matters and this rebellious streak in the Great Goddess represents an original independence of women that patriarchal society had not yet managed to subdue.
Married life was extremely agreeable for Shiva, as Sati proved to be more than an ideal match for him and in total agreement with all his apparent wild ways. One day however, she observed great numbers of people heading in one particular direction and sent to know where they were going. To her surprise she learnt that her father was holding a great fire sacrifice, to which he had called all the principal gods but pointedly excluded his daughter and son-in-law. He husband was amused at this rudeness more than anything else. He was a yogi and cared not a straw for rituals and ceremonies. Sati urged him to attend but he declined, knowing that Daksha would be intolerably insulting and then the wrath of Rudra would pour forth. He really did not want to kill his wife's father. Sati insisted on going herself, arguing that a daughter does not require a formal invitation.

At the sacrifice, Sati finds that Daksha is taking some petty revenge on Shiva. He has reverted to an ancient Vedic practice of not setting aside a share of the sacrificial offerings for Shiva, as he is a god who operates outside the rules of Society. He treats her with terrible rudeness too, and the public humiliation is too much for Sati. She announces that this life is a burden and she will be reborn again to a father who she can respect and who will respect her husband. Sati then destroys herself in an act of spontaneous combustion. The assembled gods are appalled, they know Shiva only too well and he would not lie down under such provocation. Sure enough, two of his chief bravos, Veerabhadra and Bhadrakali, attack the site and severely wound the gods before chasing them away. Minor figures are slaughtered indiscriminately. Finally Veerabhadra, in an act that symbolizes the contempt for ritual, tears off Daksha's head and throws it into the fire, in a terrifying parody of making a sacrificial offering.
Shiva goes insane with grief, a really touching aspect of the myth really. He wanders the universe hugging the corpse of Sati to him. His frenzy grows until it becomes cosmically dangerous. Vishnu realizes that until the body is removed from contact with Shiva he would not move on and begin grieving in a manner that would heal. He therefore cuts the body of Sati with his Quoit or Chakra into a million pieces. Many of them scatter and fall onto the landmass of India, and all the places they fall at became places of pilgrimage.  
It must not be assumed by reading this narrative that Sati is worshipped at any place. What is being worshipped is a manifestation of the Great Goddess, not Sati.