If you are adding CPU, cooler and RAM to the motherboard before installing the mobo in the case, make sure that the mobo is well and uniformly supported to ensure you don't flex it.
Take particular care that the mobo mounting studs are the correct length for the correct location in the case. The mobo is flat, but the "bottom" of the case need not necessarily be!
Sometimes it is easier to install some of the audio / CD cables before all of the PCI cards, and similarly it may be easier to plug the mobo ends of IDE and SATA cables in before installing the drives.
Be prepared to remove drives, cables and cards to change the installation order (don't screw them down until it all fits together) to get everything to fit!
It's well worth getting some cable ties and / or or cable tubing to tidy up the cabling inside, as this can aid airflow, reduce irritating noises and make working on the system easier in the future.
SD