What else causes the question mark icon?

I just replaced the hard drive in my early 2008 iMac. On start up I'm still getting the question mark icon like I did when the original hard drive failed. I know that may have not gotten the connections in all the way. Also, the new drive could be bad. They didn't say it was refurbished or used, but it was pretty inexpensive.
I was told that my original hard drive was bad by a Certified Apple Reseller. Is there ANYTHING else it could be? Please help!

There are four possibilites:
1. PRAM problem. Try OPTION booting.
2. Directory corruption. Try using Disk Utility or other similar utility to repair the hard drive.
3. System files have been deleted or damaged. Reinstall OS X.
4. The internal drive has died or is otherwise non-functional.

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