No extra PSU to test with? Take the cover off your computer, stick you nose in there and smell. Sniff the power supply and see if there is anything burnt. Smell the other parts too. Look over the components for scortch marks - you know, where the magic smoke that makes your computer run might have escaped. If that does not work, then go through the regular steps:
1) Check all the plugs to your components, make sure nothing worked itself loose. Disconnect and connect them and attempt restarts inbetween. You could gloss over this step if you like, and go to step two.
2) Disconnect all the power connections from your components except the 24 pin and 4/8 pin plugs to the motherboard.
3) Remove your ram and video card, then try powering on again. You should hear a long series of beeps if you have a motherboard speaker.
4) If there is no response, your PSU is most likely the cause. Less likely, but possible, it could be the motherboard or CPU.
5) If the machine starts up, it could still be yoru power supply, because it is under light load. Continue by adding back 1 stick of ram and try powering on again.
6) Keep adding parts until you find the bad component.
Here is another reference that has more detailed steps for an initial build:
System won't boot. It is pretty detailed, but offers some other suggestions that I have not mentioned here.
You might find the cause on the first sniff or it could turn into a complicated and drawn out exercise. If the latter, consider it good build practice, and an opportunity to improve your cable managment skills - just trying to look on the bright side of things