Just make sure the standoffs are aligned and in the right spots.
Yeah, assuming you get activity with just the PSU connected to the motherboard, just unplug literally everything and add things back one at a time, powering on after each part has been added. Once it doesn't power on after something new was connected, you'll find the issue (fan, connector, etc.).
If you haven't come across this yet yourself, this checklist also has a few good ideas for further troubleshooting your issue: http://www.tomshardware.com/faq/id-1893016/post-system-boot-video-output-troubleshooting-checklist.html