Do one thing for me. Look and see if there's a switch on the back of your new PSU to change the voltage. A lot of PSU's have a manual switch in the back that converts it to either 110 or 223 volts. If it's set to 220 and you have it plugged into 110 you won't get much more than a power light and rarely the bios, but nothing more. Other way around and you get this nice popping sound and some smoke.
Also, if possible, try using the new components in a different rig and see what happens. I'm a big advocate of hot-swapping parts to known good setups to troubleshoot.
If its the same mobo and you had a video card in the AGP slot before you put the new one in, it's not the onboard video setting in the bios. Was the old video card maybe a PCI slot card?