4-pin cpu fan
4/8-pin cpu power (by the cpu)
24-pin mobo power (by the ram)
2 x 6-pin gpu power (on the gpu)
Double check the front panel pin connections. It's detailed in the manual.
If all check out, and no power on, clear cmos. Refer to the manual for how.
If that still fails, disconnect everything and remove the gpu, take the mobo with cpu & ram out of the case onto the mobo box, insert gpu, hook up all mentioned power connections, remove all front panel connectors, switch psu to on, short the POWER/PWR jumpers with the tip of a ball pen.
If that still fails, you can try clearing cmos for 1 hour to overnight. As a last resort, rma mobo back to store for replacement.
I am amazed at the knowledge of the people who frequent these forums, and their willingness to help, but you have to respect their time by giving them useful and complete information in a format that is easy to understand.
Best of luck in trying to resolve your problem. I hope we can help.
The chance that all three components (case, motherboard, and PSU) are bad is very slim. You very well could have a short between your motherboard and case, which would immediately shutdown the power supply. There is a good chance that all three of these components are fine. This is why it is so important to breadboard your system using JSC's guidelines: http://www.tomshardware.co.uk/forum/page-262730_13_0.ht...
When you take the components out of the case, you eliminate the possibility of shorts between the motherboard and case. By adding components, one at a time, you are able to verify which components are good and which component is bad.
You can send all of these components back to Newegg at your expense, and Newegg will send you new components after they recieve yours in good condition. This could take a week or more. Please try to diagnose the problem by breadboarding, and report back your findings using the format specified by Proximon: http://www.tomshardware.com/forum/264823-31-progess-tro...
I am sure people here will try to help you. Most of us have been in your shoes at some point, and know how stressful and frustrating it can be. But you have to give us something that we can work with. Hang in there -- you can do this!