Make sure the 4 or 8 pin power connector located near the CPU is plugged into the motherboard (MB).
Make sure the 20+4 pin main power connector is fully seated into the MB.
Make sure the PCI-E 6 or 8 pin power connector is plugged into the GPU video card; if any and if it has such a connector(s).
Make sure you used the standoffs that came with the case to mount the MB and not directly to the case. [note: Some inexpensive cases used raised nipples in the sheet metal for direct mounts instead.]
Make sure you used the rear I/O port panel that came with the MB, and not the one that came with the case. Make sure none of the little tabs have shorted out the ports.
Try one stick of RAM, and then another.
Make sure the CPU fan is plugged into the CPU_FAN header.
Try an External build, tear it down to a minimal functioning system, lay the main board on a piece of plain brown cardboard to rule out short circuits to the case, with only Keyboard, one stick of RAM, CPU and PSU to rule out shorts as well as bad components. [Temporarily use onboard graphics if available otherwise use your video card.]
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