double check everything is plugged in properly--especially slotted items. One big offender is the memory cards--even though you hear the locks click, sometimes they still aren't seated quite right, or there could be oxidation preventing a clean connection. Pulling them and putting them in again often magically fixes things. Also, make sure the video card is properly seated. Sometimes if the motherboard is just far enough from the edge, when you tighten the screw to hold it in place, it makes the card shift slightly and some pins loose contact at the other end. Fixing this takes a little creative remounting sometimes--might have to bend the bracket slightly or something in the long run.
Other things to check for is jumper configurations for the motherboard--especially in regards to the CPU. If there is anything for selecting anything CPU specific, make sure it is set right according to what you are installing--this feature is getting more rarely used, but you never know. Also, depending on the CPU you have, you might need to connect a small 4 pin connector (two pairs of black and yellow wires if I remember right) to a motherboard connector near the CPU socket. A lot of people overlook this connection. Newer video cards may also have a similar looking power connector as well--but it will be laid out a little differently, so you won't be able to plug the wrong one in the wrong slot.
If all else fails, try resetting the BIOS. This should be covered clearly in the manual for the motherboard. It's usually a simple process of powering down completely, moving a jumper from pins 1-2 to 2-3 for a few seconds, then moving it back. That should set everything on the motherboard back to either auto-configure or the slower speed settings to make sure it boots with just about anything you may have in there, then you can go into the config and adjust it for your specific CPU and memory and such.
Edited, Aug 26th 2011 6:59pm by BDHERTZER