You have looked through the troubleshooting sections....you have no fans running.....the little light has gone black and you have no hair left.....well all excluding the last one your power supply is dead....or maybe not.
Caution! Caution! Caution! Caution! Caution! Caution!
You are about to be working on the inside of your computer. Make sure that you have carried out the following before proceeding :-
Firstly if you have just built your system chances are its just pretty much plugged in wrong. 
This is a diagram of your PSU input on your MOBO. This is where you will plug in this day and age your 12V rail from your power supply into your motherboard to give it life. Some have a 12 volt rail split into two. If this is the case (mainly budget PSU's) then on side the bigger side will have 2 bits of plastic extruding from one side of the large rail were you can put the other side into to almost create a somewhat flush surface.
This is your 12 volt rail that will power your system

This is the 12 volt rail being plugged into the power socket

This however is "ATX12V" socket. You may need the 4 pin connector from the PSU to plug in here to power up correctly. OR some motherboards have what is called a 20+4 connector were thewre will be the 20 pin connector and then 4 extra pins connected. This will soon be the standard.
Now if that's all plugged in then you either have a faulty PSU or a faulty switch. Next thing to try. There will be a jumper going from your case power button to your mobo to connect to turn the case on. Moving this will short the 2 pins and power up the PC. If you have the PC plugged in and the PSU switched on BUT the actual PC turned off, take this jumper out and then use a piece of wire to short the same 2 pins the jumper was set on. If this does not power up the PC then you may have a problem. This is what the jumpers will look like. You are looking at the one labled POWER SW which in this case is the green and white cable.

Here are the pins we are looking at shorting. As you can see on the image to the left there is a sign that says PW_ON. You will need to place a wire over these pins to short it.
2) If this hasn't changed anything we get a little more into it. Remove the 20pin PSU connector and the 4pin
At the top of this page is a picture of the 20 pin connector that you will need to short. If this does nothing then your PSU is dead and will need to be replaced. If this DOES do something then it is in fact your motherboard that will need replacing. To make sure however you may like to purchase a power supply tester to check your power supply.