Excellent.
After drooling over the components that arrive in a big brown parcel the first box i'll open is the motherboard. Check it over. Then have the CPU, thermal paste (if necessary), heatsink and RAM ready. Use the foam pad that came with the mobo to work on and use a hard surface. Pop in the CPU, then thermal paste (if necessary) then fit the heatsink/fan. Go ahead and install the RAM.
Go to the case now and prepare it for it's internals. If you can remove the motherboard tray from the case then do so, screw in the mobo stand-off's, fix the motherboard to the tray and put aside. If the mobo tray is fixed to the case then fit the mobo stand-off's. Pop in the I/O rear panel. Fix in your optical/hard drives and install the PSU. You'll have the cables for your front panel, fans, PSU, etc, so place these out of the way of the motherboard space.
With all the cables out of the way place in the motherboard. I usually put the case on it's side to make it easier. Offer up the motherboard to the rear I/O end of the case and fix in place with a screw. A magnetic screw driver helps. The rear I/O panel has spring lugs that will want to push the mobo toward the front and what you don't want to do is slide the motherboard while on the metal stand-off's. Insert the rest of the mobo screws.
At this stage insert any PCI/PCI-E hardware.
The rest is pretty much plugging in cables and cable management but it's pretty easy. You can't really plug a cable in the wrong place. You got the front panel cables, hard/optical drive cabling, fan and PSU cabling. It all has it's place.
It's pretty much how I do it.
