Check if it's loading up into windows, because you might actually be stuck at POST. You can do this by observing the HDD light on the front bezel. If it flashes for about a minute or so then flickers a bit then stops, it's loaded into the windows logon screen. If you get no flashing then the HDD isn't being accessed.
If the HDD light does not do the above then we know we have a POST hang. In this instance, try the following -
Try removing all peripherals except power lead and monitor and see if that makes a difference. USB and PS/2 devices have been known to cause hang on POST.
Try disconnecting the HDD and seeing if you get a display. Sure it'll say it cannot find a boot device, but if you get a visual then you'll know which component is the culprit.
Did you make sure the four pin connector is plugged into your mobo from your PSU? First time I built a PC I wasn't aware of it since the first PC I butchered didn't require it.
Sabashuali's questions are valuable too, the more info, the more we can help
Regards,
Mike