When things go wrong, you should find out what is causing the problem before you start replacing components. Otherwise, you don't know what you did to fix it and you might end up changing all the parts out instead of building/buying a new PC.
Can you boot and get into the BIOS/CMOS? If not, check these possibilities:
- Your power supply is properly connected to your motherboard
- Your CPU is properly installed along with the CPU cooling source (fan)
- Sounds like your RAM is properly inserted or your motherboard would be 'beeping' at you if you have the CMOS speaker plugged in
- Video card is properly inserted (you might want to check the video card in another PC to ensure it works)
- Unplug all other components (floppy, CD/DVD drive, RAID cards, use only 1 HDD)
If that doesn't work, power down, unplug the HDD and try to boot with just your video card, memory, CPU (and fan), and PSU. You don't need a HDD to get into the CMOS/BIOS.