If you’re getting nothing from onboard or add-in graphics cards then you’ve got a lot of troubleshooting to do.
As suggested, unplug everything that’s unnecessary to get to POST such as all PCI-e cards and additional drives, and then remove all of the RAM apart from a single stick in your motherboards suggested single stick slot. If you’ve got multiple sticks of RAM check each one individually ina a single slot configuration.
If this doesn’t get you to POST then you could try checking your CPU is seated correctly and checking the CPU coolers connection. I’ve also heard that some boards won’t boot without a CPU fan connected so you could check that as well.
if you’ve got access to your motherboards manual you could see if there’s any onboard diagnostic information such as warning LEDs that could point you in the right direction.
As you’ve said that all of the lights come on, and I’m guessing all the fans spin up as well the PSU isn’t dead, but could it be the problem? The only way to tell would be to try another if you have one available.
Did you follow good anti-static procedures when building the system? There’s a chance that some static build up may have shorted out the motherboard - but that’s the worst possible outcome, depending on which component cost you the most MB; CPU; or GPU