There are many reasons why you could see these symptoms. To eliminate many possibilities, remove all cards except the video card, remove all but one stick of RAM, disconnect all drives. Double check your connections from the front panel to the mobo. Make sure that the cpu fan is plugged into the correct header. Power up. If it makes it to the bios screen, then something that was disconnected/removed is bad. Try putting components back one at a time until if fails to boot again. That will identify the bad component. If this doesn't work, then take the mobo cmos battery out and look in the mobo manual for the jumper that is used to clear the cmos and follow it's instructions. Try the above again.
If the first power up fails to go to the bios screen, listen for beeps. If there are beeps look up their meaning in the sticky at the top of the hardware forum. If there are no beeps, then take out the RAM and power up. Any beeps? If yes, then ram is bad. If no, then take out video card and power up. Any beeps? If yes, then video card is bad. If no, then take out cpu. Power up. Any beeps? If no beeps then either the psu or mobo are bad. Test them in another computer to eliminate the bad one. If there are beeps then the cpu is bad.