- Double check that power is being supplied to your wall outlet.
- Try another power cable from the PSU to the wall (also double check that the one you have hasn't somehow worked loose on it's own)
- Double check that the power button connector is attached to the correct pins on the motherboard. (You can also start the computer by bridging the two pins that the power button connects to with a metal screwdriver or paperclip. . . which will rule out the possibility of a bad switch.)

From this point, I usually suspect the mobo, or the psu. If you've got another computer kicking around, try swapping power supplies first (removing the mobo always takes longer).