Hi,
this kind of issue can be really frustrating and trying to find the cause of the problem can be even more annoying.
If I were facing your current situation I would do the following:
If you have built the PC, remove all power leads, GPU etc. Remove motherboard from the PC Case and place it onto the cardboard box that it came in.
Connect the 24 pin main power connector and the 8 pin ATX connector.
Add one stick of RAM
At this stage do not connect the GPU, a monitor, HDD's/SSD's/DVD drive, mouse, keyboard or any other USB devices.
Try to power up using the button on the motherboard.
If it does start correctly, power down. Then add the GPU & monitor and test again.
If it doesn't start then there is probably a problem with one of the four components, Motherboard, CPU, RAM or PSU that you are using.
Carefully remove the CPU cooler and then the CPU. Double check that there are no bent pins in the CPU socket. (I know that you have already done this once but please take the time to check again). If the pins and socket look OK, replace the CPU and the cooler. Be careful when replacing the CPU cooler as over-tightening the screws that connect it to the motherboard can cause issues.
Try to start the system using the on-board power switch.
If it starts, great. If it doesn't then there is not much more that you will be able to test, unless you have lots of spare, compatible components laying around and it is time to start RMA'ing parts.
If you have managed to get it to power up and running, carefully check the PC case for any possible short circuits. Quite often this can be an extra standoff not in the correct position. If everything looks fine, replace the motherboard into the case and try to power up using the on-board power switch.
If it works great. If it doesn't, double check the case to try and isolate the cause of the problem.
If it is working OK start to add parts one at a time and re-test that it still starts properly.
When connecting the leads from the PC case make sure that you are connecting them correctly. It is very easy to, for example, connect the reset lead to the power on headers or vice versa.