The motherboard - Just ensure the bios is up to date on it at least if there is a problem you can easily return it. Also maybe motherboard monitor to see that all is well with the temps and voltages.
Soundcard. Not a lot you can do here really, hook it to some nice speakers and get some crisp sounding music CDs and ensure you hear no faults with it
GFX - Benchmark it, compare results to others on the benchmark sites. If you dont get what you should for the system you have then it needs investigating. Do remember however it wont be exactly the same and on some tests differences of 1000 points are common on same setup systems due to minute differences in things. Google there are loads of benchmarks softwares.