The only to be sure of what component is at fault, PSU, motherboard etc, is to replace each part with known good and see what happens.
I would double check all your connections and make sure that there is no possibility of a short anywhere.
While you are diagnosing, only have connected what is really necessary for the board to show signs of life, this will make testing easier.
One thing that caught me out once was an extra screw post on the case and no corisponding hole on the motherboard for a screw, when I powered on with the post touching the back of the board, a chip on the motherboard got so hot that when I was dignosing what went wrong and touched the chip, a layer of skin came away from my finger and attached itself to the chip. A few expletives later I realised that I had fried both the motherboard and my finger :-(
Good luck :-)