Next time I would suggest selling the parts to someone with more patience rather than "throwing everything in the trash".

The situation you described does suck, but I've built several machines, often from cheap used parts, and been lucky enough to never run into it. Most of the time self-assembly makes sense, you can't really "do it wrong" easily if you pick compatible parts and follow manuals. If it doesn't work getting used RAM stick or PSU for testing is usually cheap, if those don't fix it then it's probably either CPU or motherboard. Any computer repair shop should probably have those lying around anyway.