A couple things to check:
-There is a 4-pin/8-pin (yellow and black) that must be plugged in, aside from the 24-pin. This is easy to overlook. it's between the port shield and the processor
-Memory in the wrong first slot can halt boot-up
-plugging in to the on-board video (if your motherboard has it) when using a dedicated card will result in nothing appearing on the screen.