|Are you using any adapters to connect the monitor?|
Is the video on the motherboard or an add in card?
Going back to your original post the monitor can display a message like you stated if there is no signal being sent to it. That can be for any number of reasons. If the core components in your computer are not working then you won't get video.
Core components are motherboard, CPU, memory, video and power supply.
You still didn't say if you bench tested your motherboard.
You could have a case standoff in the wrong place and that would short out the motherboard. This can happen if you switched from ATX to mATX or the other way around. You should have standoffs placed ONLY under screw holes in the motherboard. This is just one mistake that you could have made. Did you apply thermal paste properly before installing the heat sink? Are you reusing the heat sink from the old system?