have you tried
checking the power cable coming out of the psu? is it a good cable? does it have a good connection with all devices?
also, has the computer been unplugged for a long time? if so the battery in the cmos (bios) might be dead, if you can get power to the battery, let it charge for a few days, then try it again
(btw that battery could also be replaced it is the size of a watch battery)
and check the power cable (from the wall to the psu) make sure it has no shorts in it, that wouls make it pretty hard to get power to the psu
if it aint none of those, i dont know what to tell you, except that your mobo or bios chip might be fried, in which case it probably wouldnt let any power through to the fan