I also wonder about having both graphics cards in and connected to gether with the SLI bridge connector. Is it too early for that? Will they confuse the system?
No experience of such things as SLI bits myself but as a general principle given your circumstances I would keep things as simple as possible to start with. Put together the absolute basic configuration - say, mobo, processor, one strip of RAM and one HDD - see if anything happens. You should get some beeps as it boots up if there are problems - the manual will tell you what it means - IIRC one beep means all is well. No beeps suggests that it's not even getting to the POST - in this case start to suspect the processor, check that it is correctly installed.
During boot up I think all graphics cards have a very basic mode (can't recall what it's called) which will display text, I think this should work through the DVI sockets too (but I stand to be corrected).
If that works, shut it all down and put another bit in and try again - if there's a duff part this will usually enable you to pin it down.
Just a few thoughts - hope they help.