Make sure all your cards and cables are plugged in correctly. Specially you video card.
Take out any non-essential component (CD ROM, PCI cards[except video],...) and try to boot. Also try swapping power cables and connector ribbons.
At this point you need to replace your motherboard and RAM.
CPUs burn very rarely, and if your PCI cards do not overheat they should be OK. Be very carefull to change the RAM and Motherboard as if you try to recycle one, you might burn the new one. It is a risk!
If your motherboard has failed, it is better to buy another motherboard with a new CPU because old motherboards tend to become hard to find & expensive whereas deals on combo CPU/motherboard are cheap.