Yeah you need to do some diagnostic work before you go RMA'n stuff on other people's guesses. You should have done all this testing as you were putting the pc together instead of just slapping it all together and hoping it works in the end.
I would begin with removing everything except the cpu, heatsink/fan, memory, and vid card, making sure that the 24/20 pin and 4pin12V are connected to the motherboard(and any power connection to the vid card if needed). Then clear the CMOS. After that boot it up and see if you can get into the BIOS. Check to make sure everything in there is running smoothly then shut it down. Connect the HDD and reboot it, see if you can get into the BIOS and make sure the HDD is recognized. Shut it down. Keep adding the parts one by one making sure you can boot the computer and get into the BIOS after you install each part.