The story of Kavady is a long one, so I'm going to focus on just a few frames of the bigger picture.
Several industrial-strength hooks have just been pierced through your skin, with a length of rope connecting each of those hooks to a procession chariot. Painful? Now visualise pulling that heavy chariot. Painful just got more painful. Or did it? Of course, all of the rituals do not have the same level of intensity but most of them are marked by some sort of body piercing.
At the lower level of the penitence scale, an offering of fruit and milk is sufficient to appease the divine powers. Celebrated by South Indians and people of South Indian origin all over the world, the festival is preceded by a period of fasting where devotees abstain from meat, carnal pleasures and intoxicants such as alcohol. This abstinence starts the process of cleansing the mind and body.
The festival itself is spectacular, functioning at the same time, as a mass display of love and devotion to Lord Muruga. Like all other festivals, it too, has its geographico-cultural variations, and arguably, it must rank as the ultimate non-permanent, painless and bloodless body-piercing event in any culture