Here's a great test: Arrange for them to work for a day—a particularly slow day—at a place like Best Buy or a hotel check-in desk. Make sure that there are ropes set up to control long lines—you know, the kind that corral the crowd and make customers walk back and forth many times before making it to the counter. Remember: be sure to choose a slow day.
Now, station yourself at a place where you can surreptitiously observe your prospective new hire. Watch him as he watches the occasional customer walk back and forth through the empty labyrinth, following the course of a long line even though there is no line and no other customers. What does your potential new employee do as he watches customers take these extra steps? Does he do nothing? Does he assume that "the powers that be" (I hate that term) have decided the ropes are necessary, even on slow days? Or, does your future star worker take the initiative to undo the ropes and let customers walk right in?
The formula is simple: If he does nothing, don't hire him. If he takes the initiative to change the configuration of the ropes, hire him.
Self-direction and initiative is a good thing, sure, but there are some organizations I can think of that would find rope-movers downright mutinous. I sincerely hope you don't work for one of them.