Make sure you have another working computer at the ready. You may need to view the mobo's documents that are on a CD and/or access the net for additional info (like you are suddenly unsure of how to apply the thermal paste or are unsure where those pesky case plugs go).
I also like to make a list of all tasks, so I do things in the right order and don't forget a step, when it comes to software installation.
Also, I like to download the OS patches (like SP3 for XP) and the latest drivers for all hardware, and burn them to a CD. This includes the latest mobo drivers and BIOS update.