Ok. Also, be sure to reset the BIOS back to factory default. I have seen several times when a unit would not boot until the BIOS was re-set. Also, make very sure that when you applied the thermal grease you did not apply too much; if too much is applied it can run down the side of the chip and start shorting out the connections on the wafer. Some people only apply one dab on the CPU center only and allow it to spread normally while the computer is running.
Finally, make absolutely certain that the heatsink is mounted evenly on the CPU. If it is offset even slightly it will produce the problem that you are experiencing. Sometimes it actually is not level and it can be deceiving unless examined very closely.
If, after all this testing, you still have the same problem, it has to be the mainboard. If the CPU were faulty, all the fans would spin up, you would get the system beep, the mainboard power lamp would light (if there is one), but the monitor would remain dark and the entire system would be unresponsive. If you have tested the power supply and memory, there is nothing left but the mainboard as crazy as it sounds.