Hello everyone... so here is the situation. Got myself a new rig (link below) and put it all together last night! Painstakingly making sure all the components were just right, and ready for the first power-on. With great anticipation, I click the power supply to the "On" position, take a breath, and press the power button on my rig... and nothing. A big blue light on my Rosewill card reader lets me know that the mobo is getting power, but will not turn on or off... and then, to the ghastly horror of any PC builder, I see a blue spark come from the middle of my brand-new freshly un-packaged EVGA SupNOVA 750W PSU, and the distinct odor of burning electronics and ozone. 
     I immediately unplug the PSU, contact EVGA, and thankfully they agree to RMA me a new PSU (ticked off it will take up to 10-14 days). My question is dual-parted; has anyone else experienced this mayhem with their PSU? If so, was there a specific way that they fixed it? Secondly, how can I tell if the spark and smoke from the PSU damaged any of my brand new computer components I.E. Mobo, CPU, GPU, RAM, ETC? Never had this problem with Corsair... just saying...
 
pcpartpicker.com/p/RkdMdC

You would test a PSU before you install it. This will help you more than you know.
How you say, After you have tested the PSU on it's own and it works fine but then you install it into your Computer case and connect all your Power Cables and then Boom Power Burn Up a Flash of Blue as you have seen.
OK so I have seem a PSU Fry because a user plugged in the FireWire Header into a USB Header and then plug in a USB Device and POP their goes the PSU.
1) Review All your connections inside your Computer before you install your new PSU.
2) So once you get your PSU Back from RMA Test it outside your computer.
 
Sometimes you have extra motherboard standoffs preinstall in your case, make sure you check yours for one.
This would mean that you would need to remove your motherboard and count the standoffs, of count them on the motherboard and then count how many screws you count on the back side of the motherboard tray.
Last is check your I/O Panel and make sure no grounding from the Panel.