troubleshooting - No video output from motherboard. How to debug this?

I have assembled the following system:

• Intel g530


• ASUS p8h61 m lx


• Corsair 2 GB


• WD 250 GB


• Raidmax 500w

The system turns on but I don't receive any video output on the screen.

I tried the following:

• Starting without a CMOS battery.


• Starting without RAM.


• Starting without HDD.

All the components are brand new. I don't know which component is faulty in my case, my motherboard or the processor or both? Also, do you have other suggestions that might help me debug this problem?