I've often pondered what kind of God Sazed would be. I just can't see him asking people to worship him. I also have this awesome idea of Marsh and Ten Soon acting as his agents on Scadriel, while he keeps track of the bigger picture. As for minor tragedies, he's wise enough to know that people need minor tragedies to grow.
I think he will ask people to worship him, because that way, he can help them.
Kelsier, when he 'piggy backs' on the power of Preservation for a while, only speaks to Spook, and Spook is the only one of the original crew who has faith in Kelsier.
Vin, when she gets the power, only speaks to Elend, who has a fundamental trust (perhaps even faith?) that Vin knows what she is doing.
There seems to be a connection between the Spiritual realm and the Cognitive realm, at least between Shards and mortals. If you believe in God, then he can speak to you. If you don't, then he can't.
The reason why Ruin can speak to people is because they either have spikes in them, making them much more of Ruin, or they are crazy, making them more in contact with Chaos, which is related to Ruin.
Hmm. I wonder if Shards speak to anyone in Elantris or Warbreaker. Maybe Hrathen and .... Vivenna? I'll have to look at this some more.