Do the Bare Bone test.
Unattach everything but CPU, Video card and one Stick of RAM.
Then see if it posts. Clear CMOS Before turning on.
If it does not then a few Things are possible. Dead CPU, Dead Motherboard, Motherboard grounding out, insufficent Power supply.
Try the Other Stick of RAM as well (If there is one).
To elminate the Video card and RAM possibilities they should be swaped for known good components.
Obviosuly if nothing suggested works then you have three Options. You can do nothing, You can RMA the parts one by one or you can Buy/aquire known good components and swap them out.
Edit: And yes I noticed you said you plugged one thing in at a time. But do it again. The way I explained it. :P