Is the switch on the back of the power supply set to 110/120 instead of 220/240?
If not - try again.
If the power switch on the back of the power supply on?
Ask the simple stuff first - don't mean to insult your intelligence.
If this is all good, my next recommendation is to disconnect EVERYTHING except power supply, cpu, and 1 stick of ram. Pull out video card, everything. Disconnect front panel USB, all of it. Bridge power headers on motherboard directly with small tip flat screw driver. If nothing powers up, at least now you know it is PS, CPU, or Memory. If it does power up, add in your video card, try again, etc... til you find the point of failure.
Edit - if it doesn't power up with PS / CPU / Memory only, then pull motherboard out, to eliminate possiblity of a grounding issue. Set it on the stat bag it came in, on top of the motherboard box, with just PS / CPU / Memory - and try again. If it powers up now, but didn't in the case, check your standoffs.