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Need a little more info. Is there a beep code? Is there a LED flashing, is the LED even on? Take the MB out of the case, and set it up on a box (with the ESD bag of course). Put the CPU/HSF on, 1 stick of RAM, Video card (unless it has onboard video) and connect up the PSU. Use a screwdriver to "Jump" the power pins. If still nothing, try with a new PSU (or a known working one). If it still does not work, swap out the RAM (could be a bad stick), try a PCI video card (could be a bad card). Also list your specs (some brands must be avoided at all costs). If none of the above works then it is either the MB, or CPU.
 
Try to verify (well as you can) that the PSU works. If you have a multimeter, you can do a rough checkout of a PSU using the "paper clip trick". You plug the bare PSU into the wall. Insert a paper clip into the green wire pin and one of the black wire pins beside it. That's how the case power switch works. It applies a ground to the green wire. Turn on the PSU and the fan should spin up.

If it doesn't, the PSU is dead. If you have a multimeter, you can check all the outputs. Yellow wires should be 12 volts, red 5 volts, orange 3.3 volts, blue wire -12 volts, purple wire is the 5 volt standby. The gray wire is really important. It sends a control signal called something like "PowerOK" from the PSU to the motherboard. It should go from 0 volts to about 5 volts within a half second of pressing the case power switch. If you do not have this signal, your computer will not boot. The tolerances should be +/- 5%. If not, the PSU is bad.

Unfortunately (yes, there's a "gotcha"), passing all the above does not mean that the PSU is good. It's not being tested under any kind of load. But if the fan doesn't turn on, the PSU is dead.

On to the real troubleshooting ...

Disconnect everything from the motherboard except the CPU and HSF and case power switch. Boot. You should hear a series of long single beeps indicating memory problems. Silence here indicates, in probable order, a bad PSU, motherboard, or CPU - or a bad installation where something is shorting and shutting down the PSU.

To eliminate the possiblility of a bad installation where something is shorting and shutting down the PSU, you will need to pull the motherboard out of the case and reassemble the components on an insulated surface. This is called "breadboarding" - from the 1920's homebrew radio days. I always breadboard a new or recycled build. It lets me test components before I go through the trouble of installing them in a case.

It will look something like this:
http://www.tomshardware.co.uk/forum/page-262730_13_0.html

You can turn on the PC by shorting the two pins that the case power switch goes on.

If you get the long beeps, add a stick of RAM. Boot. The beep pattern should change to one long and two or three short beeps. Silence indicates that the RAM is shorting out the PSU (very rare). Long single beeps indicates that the BIOS does not recognize the presence of the RAM.

If you get the one long and two or three short beeps, test the rest of the RAM. If good, install the video card and any needed power cables and plug in the monitor. If the video card is good, the system should successfully POST (one short beep, usually) and you will see the boot screen and messages.

Note - an inadequate PSU will cause a failure here or any step later.
Note - you do not need drives or a keyboard to successfully POST (generally a single short beep).

If you successfully POST, start plugging in the rest of the components, one at a time.