I think the quickest route to ensuring its the CPU that's done in is putting it in another working Mobo setup. No boot/Post there and then you know for sure.
Hmm - Have you tested the cpu FAN? They get absurdly hot almost instantly so some boards will not start up unless that is functional to protect the cpu from damage.
It is true though, that a bad or failing PSU will take out other components and that a bad GPU/GPU fan can also cause similar boot problems - I learned both of these in a somewhat slow and painful way myself after countless BSOD and boot hangs and weird stop errors that had me tearing apart the OS looking for a rootkit or a virus for months before I even looked at the hardware itself.
**Check the capacitors on the motherboard, particularly the ones right by the CPU bed and look for any leakage or swelling, too.
My VAIO had killed at least three video cards and when the last one I bought as a replacement turned out to be too power hungry, I figured out that it wasn't the cards themselves that were the problem once I examined the PSU. Replaced that, but when I put it in, I discovered by then the damage was done to the mobo as well, which was having an entire row of bulging caps near the CPU. Further investigation into how to prevent such things (Phaedrus's PSU guides at OCN are superb!) taught me that the unreliable electricity flow at my house may ultimately have been the root cause of the PSU failing and taking the GPUs with it - I only had a cheapo surge strip to protect against the countless times my bf blew the fuse with a shop vac or power tool and the main supply is subject to "dimming" with far more frequency than I have experienced anywhere else I've lived. I never realized how important it was to have an actually battery backup before, but after the 3rd GPU went down I started calculating the costs of not having one as more significant and I didn't even plug in the new mobo until I had procured one.
To my amazement, I was actually able to resuscitate the VAIO board " Franken-style" by soldering in some ill-fitting caps from a dead Dell that had the same voltage. It was purely an academic exercise in curiosity; I was wincing as I pushed the ON button as I wholly expected the experiment to fail if not actually blow up or something because the replacements were really too thick to fit in between the narrower VAIO caps that were still good. I sort of shoved em in alternate directions so they leaned out to each side of the line instead of upright shoulder to shoulder looking like cartoon characters teeth after dropping the piano em (and getting em in after getting the old ones out by hand with a radio shack cheapo iron was challenging enough if they had FIT...) When it actually BEEPED, POSTED and then started WINDOWS I about fell over from shock... I'm using it right now with the 2nd GPU that failed before with a new GPU fan!