Your overall process is perfect: first try to solve it from the UI, then the console, then the magic sysreq key.
The fact that your kernel was not responding to the sysreq key could mean a couple things: is it enabled on your install? (cat /proc/sys/kernel/sysrq to check)
Before trying to understand why the kernel locked up, are you sure everything is solid on the hardware side? ie. Did you overclock anything? If yes did you burn test the PC on some GPU demo?