As mentioned in the build log post back a bit, when combined with an i7 4790K the Gigabyte Z97X-UD5H has an issue at stock settings where (it appears) to auto-overclock to CPU, bumps the voltage way too high, and causes an immediate power shutdown.
Manually overclocking the board should fix this problem, but I found (with a bit of help) there are three other ways you can fix it by changing some settings in the BIOS:
- Disable the Turbo Boost in the BIOS (as per this superuser answer). The setting can be found in M.I.T => Advanced Frequency Settings => Advanced CPU Core Settings => Intel Turbo Boost.
- Turn off the "K OC" setting in Advanced CPU Core Settings.
- Reset the CMOS (using the "clear CMOS" button on the board is okay), then start the machine and choose "Load Optimised Defaults" from the menu that pops up.
This thread at Intel's forum has information from many 4790K users on problems and test results they've found: https://communities.intel.com/thread/54032.