Screw local computer shops, that's like asking a mechanic if he can find any problems with your car.
- If it was your motherboard you sure as heck wouldn't be able to boot into windows and hear the intro theme, instead your MB would be screaming at you during or even prior to POST
- It's not likely your power supply since you're booting into windows (albeit without a display) so windows is seeing your video card and it is being fed but you can't rule that out either. TO isolate it you could try feeding the card with a different rail or removing the power from other components to relax the PS a bit to see if that's the issue. A substitute would surely be a pita but definately useful.
- It's probably not your monitor due to the reason you stated but can't be ruled out completely without a substitute
- It likely is your video card and I think you have grounds to initiate an RMA, although you might want to find a substitute to test prior to making that decisions. Does your card have another plug which you can utilize? For instance, if you're using the VGA port on it can you use a DVI to VGA adapter and try that one?
Generally, if you're not interested in troubleshooting my opinion is that you have grounds for an RMA.