Pay attention to ESD! Make sure you're grounded or dissipate before you touch your components.
Think about installing the CPU and HSF with the MOBO outside the case, this is the best way to avoid flexing the mobo if your HSF has the PITA push pin mounts. At any rate, it's a good idea to try to POST your system with the mobo outside anyway, that way you're not fiddling around in tight confines if there is a hiccup. Setting the assembled mobo/CPU/HSF/RAM/GPU on the mobo box seems like a pretty good method.
When you install the mobo into the case, make sure there's nothing that could contact leads on the back and short it out (loose hardware, extra standoffs, etc.)
I think if you're careful and a little meticulous, it should go pretty well. Good luck!