Along the lines of kestrel1 's post;
Install CPU,HS,plug in HSF to mobo,install mobo into case, hook up case spkr, power switch, HDD LED,Reset button, etc..
Install PSU,hook ATX/12v connectors to mobo,chassis fan,....Hook up power to wall and get beeps (no RAM installed yet),make sure chassis fan and HS fan are spinning....hold down ATX PSU 4 secs to power off..unplug power from wall or from back of PSU......
Install RAM....plug into wall....power on....and now, diff beeps(no Video Card, yet RAM is "functioning"

..power off...Unplug...
Install Video card.....Hook up Monitor....plug in wall....Power on....Usually hear 1 beep for successful POST....read screen for recognition of CPU speed,RAM size,Display Controller(Video Card)....error message comes(disk boot failure, no fixed disk installed)...power off.....unplug...
unhook monitor....
Install all HDD,DVD,Floppy,CD, etc...make sure use 80 conductor HDD cable, set Drive's jumpers to cable select(usually), blue connector to mobo, black end to drive,(gray in middle for slave).....hook up monitor and keyboard...plug in wall....power on monitor first, then System.....
error message comes(disk boot failure, No OS installed, Disk not formatted)
hit Reset button or CTRL+ALT+DEL....upon reboot hit pause screen..look for recognition of CPU speed, correct RAM size installed, Video Adapter, Primary and Secondary Masters,etc......hit any key to finish POST.....
hit reset and Enter BIOS Setup(del,F1,F2, whatever)make settings appropriate...Set all IDE to AutoDetect..check that UDMA is correct mode, make sure info matches the earlier screens....check Level 1,2 cache, Enable ECC if CPU does it, correct voltage to CPU....Power button settings....Video card AGP..Boot Order(CDROM, HDD, floppy, etc)...enable PnP....Disable Boot Sector AV protection.
Check Chipset SPD Rom ,CAS settings, etc....
Exit BIOS saving changes.....reboot
Put OS CD in drive.....Run OEM CDROM if you have it..no need for floppy...If no OEM, use Startup floppy w/CDROM
support...
Partition HDD....
1)Format HDD
2)Load OS
3)Load mobo chipset drivers
4)Install video card drivers
5)Add All other peripherals and drivers(one by one)
Enable Cmos AV protection again if available....
TT4U
Notification:
These are just "my" thoughts....and should be carefully measured against other opinions....I try very hard to impart correct info at all times.