Ok, first important question:
what kind of PSU do you have? and, more imporantly, how many amps on the +12V line(s)? you need at least 18A on the +12V for modern systems, if you don't have it, you might just not be giving the system enough juice to boot.
after that, your best bet is to try booting the system incrementally, starting with essentailly NOTHING hooked up.
the general procedure:
1. start with the motherboard lying on an antistatic bag on top of a non conductive surface (so you know it's not shorting out on your case)
2. NOTHING should be in the mobo - no CPU, no RAM, no vid card, no HD, nothing
3. Hook up the PSU to the mobo - the 20/24 pin connector and the 4 pin connector
4. From your case, hook up the power button and system speaker only. Make sure they are hooked up properly, if you do it wrong, they might cause a short
Push power. You should get a beep warning code. Look it up in your manual: it should mean either "No CPU detected" or "No RAM detected" or "No Video Card detected." If you get this, it's a good sign your mobo is ok.
Now, add the CPU and heatsink fan. Push power. You should get the beep code for no RAM or no vid card. Add 1 stick of RAM in the first slot. You should get the beep code for no vid card. Add the vid card. Your system should boot.
If some step along the way fails, you can usually guess what the component is. Also, if your system has a D-bracket (a metal bracket w/ 4 LED's on it, and often some extra USB ports), this will let you read warning codes from the LED's rather than listen to the speaker. Finally, a CMOS reset before you begin this procedure might be useful - while your system is powered off and unplugged, either push the CMOS button (look up in your manual if the mobo has it) or pull out the CMOS battery for a few minutes.
Good luck.