This may seem obvious, but it's still important. Are all the power cables plugged in (such as the 4/8 pin CPU power connector and the 24 pin connector). Is the switch on the back of the PSU (you can access it w/o opening the case) flipped on?
If everything is in check, Are the fans spinning? Do the lights on the Motherboard light up? Are you getting any beep codes? Is there any feedback coming from the PC?