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Whats parts first?

Solution
The guides say different things because there are almost as many solutions as there are people, and there aren't very many "wrong" answers. My preferred method is to install the PS first, then assemble the MB, CPU, cooler and RAM outside the case and install the MB assembly. Hook up MB power leads, CPU fan, power switch lead, monitor, and keyboard and try to boot into UEFI/BIOS. If everything's cool, power down and move on to fans and OS drive. Front panel leads can be hooked up at any point from here on. I usually leave non-essential drives and expansion cards until last, including GPU if there's integrated video for boot test and (possibly) OS install. You may need to modify any suggested order if your case causes any component...
The quick installation guide with your motherboard should help.

Personally I put in the motherboard in the case , then install the CPU, RAM, GPU, then the drives, Power supply. Then hook up the power to motherboard, and GPU, then hook up the optical drive and boot drive. (Have the cable for the data drive attached to the motherboard but not to the drive until after I install the OS). Then connect the fans and then the internal USB Ports and audio for the front panel then the power, reset, HDD LED, Power LED cables for the front case buttons & LED. After you have done a few you develop a pattern you feel comfortable with.
 
The guides say different things because there are almost as many solutions as there are people, and there aren't very many "wrong" answers. My preferred method is to install the PS first, then assemble the MB, CPU, cooler and RAM outside the case and install the MB assembly. Hook up MB power leads, CPU fan, power switch lead, monitor, and keyboard and try to boot into UEFI/BIOS. If everything's cool, power down and move on to fans and OS drive. Front panel leads can be hooked up at any point from here on. I usually leave non-essential drives and expansion cards until last, including GPU if there's integrated video for boot test and (possibly) OS install. You may need to modify any suggested order if your case causes any component to block another (doesn't look like that should happen with yours).

EDIT: Forgot to mention this, although you may have already run across this tip. Before installing or removing components, unplug the PS cable and press the power switch to get rid of any residual standby voltage in the system.
 
Solution