The first thing I like to do is put the CPU in it's socket. Pretty easy but IMO it's the 'toughest' part. Just open the lock on your socket, match up the arrow on the corner of the CPU to the coinciding corner on the socket, plop it in, lock the retention arm. AMD heatsinks are nice because it's only one retention bracket. It's straight forward once you get it. After it's on and snug, plug in the cable into the CPU_FAN socket.
Then put the RAM in, make sure both ends 'click' in.
Put the video card in. Make sure it's snug in the slot or else it won't work. (Mine didn't work when one end was about 1/32 of an inch out of the socket).
Put your motherboard on an antistatic paper (usually comes wrapped in one). Then plug in your 24 pin (20+4) and 4 or 8 pin into the mobo from the PSU.
Connect the HDD SATA cable to the HDD and mobo, and the molex or sata power cable as well.
If you can stretch the PWR cable from the case to the mobo sitting on a table, plug it in and turn the computer on. If you can't, just set the mobo in the case and try it (with the case on it's side). Just saves you time of screwing the mobo back up and taking it out if something is not connected right (ie computer doesn't work). Make sure the monitor is plugged in and the video card power cable (if it has it) is connected.
If everything works, you can put the motherboard in and screw it down.