Well, best advice is to just be careful
As for something practical:
-Check to see if your case has a pull-out motherboard tray. This can make assembly many times easier, as you don't have to work within the confines of the case. If you've got the tray, pull it out.
-First thing to go in will be the motherboard. The edge with the ports goes towards the back of the case. If your motherboard has an odd port layout, it should have come with a replacement I/O shield (the bit of metal that the ports poke through). If this applies, swap the shields first.
-There is a set of holes on the mobo and a set of brass posts on the motherboard tray. Hopefully, a lot of these will line up. Critical areas to have support are under the memory and PCI slots, as you'll be applying pressure here later. If there is a post that doesn't line up with a hole, you're going to want to remove it (they screw out) to prevent contact problems with the board.
-The key to inserting the motherboard is to not force it. Slide it into the case port-edge first, bringing it down to rest on the mouning posts. Once its in, put in the motherboard mounting screws hand tight (power drivers aren't a good idea on any part of this project)
-Now that the mobo is in, we want to work in order of what is most usually covered by something else. IDE connectors and memory slots are often covered by other components later, so we'll insert the memory and drive cables first.
-Inserting a DIMM module (modern memory) is simple. Press down the white tabs on the slot so that it is in the 'open' position, and press the memory stick evenly into place. If you have more slots than modules, start with the lowest numbered slot (there should be printing on the board to indicate slot 0). The memory is keyed to go into the slot only 1 way; some key patterns are almost symetrical, so instead of forcing it try turning the stick over.
-Drive cables just push into the appropriate places, and are usually keyed. If they aren't, pin 1 should be indicated on the board by a dot, square, or number. The red edge of the cable goes towards this pin.
-Now we'll put in the processor. To do this, we want to open up the socket by pulling the arm out and up (meaning that the arm needs to bend out very slightly to unlatch). There should be a corner of the processor that is chamfered or sindicated by a dot. That corner goes towards the corner of the socket that is missing some holes. The processor should drop into the socket under its own weight.
-Heatsink mounting is a bit complicated, in that it involves a bit of force. If the heat sink comes with a bit of thermal tape (usually pink stuff) on the bottom, you don't need an interface material. If it doesn't you need some form of thermal grease or thermal compound. There are instructions with the compound on how to apply it. If you have tape, just remove the protective bit.
-The heatsink bracket will latch onto the square knobish things coming off the sides of the socket. Align the heatsink so that these line up and press it onto the processor. Then attach the heatsink bracket by first attaching the shorter end to the studs on its side, then pressing the other end onto the tapered studs on the other side. This requires a lot of force, but keep in mind that you don't want to risk anything hitting the motherboard, so pressing down with an implement is usually a bad idea.
I'm going to split this here for my sake.