|Are you getting post screen? Any beeps? Any LED's on the motherboard on?|
Did you remove everything except the extreme essentials? As in Motherboard, CPU w/ heat sink, and memory (you probably will also need a small beeper sometimes supplied with motherboards since many no longer are are board mounted) and listen for the beeps, Try again without the memory. Try the memory and monitor (video card only if no onboard video available) and see if it will post and go into BIOS set up. Etc. Basically starting over.
When Kuwese said bench test it, it was from experience. If you put everything together and everything works, then you may have saved the time needed to bench test each component as you added them, but when it fails to start, you need to strip it down again and start over from the basics and build it up to see where the problems begin. I myself have done this four times without any problems, but I did this knowing that if it did not work, I just might have to tear it down again. It can be a crap shoot, on one hand save maybe 30 minutes, on the other waste all of the time spent and begin over.... I think you fell into that category this time. Sorry.
You have to be a little bit crazy to keep you from going insane.