Here's an informal idea:
Start with the integral
$$
\int \delta(f(x)) g(x)\,dx
$$
and for every $x_i$, take disjoint neighborhoods $U_i$ where $f$ is a diffeomorphism (i.e. $f' \neq 0$). So,
$$
\int \delta(f(x)) g(x)\,dx = \sum_i \int_{U_i} \delta(f(x)) g(x)\,dx
$$
use change of variables in each neighborhood: $u_i = f(x)$ so
$$
\int \delta(f(x)) g(x)\,dx = \sum_i \int_{f(U_i)} \delta(u_i) \frac{g(f^{-1}(u_i))}{|f'(f^{-1}(u_i))|}\,du
$$
then $u_i = 0$ exactly when $x = x_i$, so we have
$$
\int \delta(f(x)) g(x)\,dx = \sum_i \frac{g(x_i)}{|f'(x_i)|}
$$