Regarding the "fiddly little connectors" which connect the power switch, reset switch etc to the motherboard, in my experience there isn't a right way round to connect them. The pins over which the connect fits are operated by a connection being made between them - they are essentially a jumper cap but with a switch connected, so that circuit is only complete when the switch is pressed. In the same way that it doesn't matter which way round you fit a jumper cap over headers on the motherboard, in most cases it doesn't matter which way round you fit the power and reset switches. The ones where polarity is important are usually marked on the board or in the manual (hard disk/power LEDs, internal speaker and extra USB ports I think) but generally if the polarity isn't specified in the manual then it isn't important.
I've had a similar problem and it could be any one of a number of things. Have you tried running it with absolute minimal components? Take out everything except one stick of memory, graphics card, CPU, heatsink, monitor and power switch connector and PSU (no hard drives, CD drives, network cards or anything like that). If you don't get something after that, then one of these pretty fundamental parts is the problem. I know it sounds obvious but is your graphics card seated properly? If you're getting no alarms on the motherboard but no signal on the screen, it might indicate either a faulty graphics card, faulty motherboard or that it's just not connected.
Also, what graphics card do you have? This won't apply if you're using on-board integrated graphics (I don't know if this board has that or not) but many newer cards these days require another power connector from the PSU to be plugged into them - there is a little connector on the opposite end from the VGA connection. It's usually for the same power cable that goes into your floppy drive.