At the time of Samuel in Israel God did not have kings but prophets and judges. The latter of these were appointed to judge the Israelites and make decisions for them, they also fought and won battles for their God and His people. In some instances judges were also priests, such is the case with Eli, and in others they were also prophets, like Samuel.
God successively chose judges from different lines, tribes and families throughout the early history of the nation of Israel.
Then Samuel appointed his sons as judges. 1 Samuel 8 talks about the corruption of Samuel's sons (Joel and Abijah) and how the people came to Samuel and complained about them. This forced Samuel to remove them from their positions. The people no longer wanted a judge and demanded a king instead (like the other nations had).
1 Samuel 9-10:8 introduces that king; Saul. Saul was of the tribe of Benjamin. He was about a head and shoulders taller than all the other Israelites and no other Jew matched him in physical attractiveness. His family was wealthy (we know because they owned donkeys) and it seems people were aware of their business, they may have been influential in their community. This is despite the fact that Saul claims he is from an unimportant tribe, clan and family and that he himself is the least of that family. (I imagine anyone would in the face of an anointing from God.)
What was Saul anointed as though? The ESV translates the Hebrew word 'nagid' as prince. In this sense the KJV is better as it uses captain. The word is actually the word used for judge in the book of Judges. This means that Samuel appoints Saul not as King over Israel but as a judge.
It is very possible that Saul was intended to be the next judge after Samuel, who was beginning to retire from public ministry and leave it to his sons. God had chosen Saul to be the next judge of Israel.
However, God takes the desires and wants of His people seriously. He wants to work with them and not against them. Thusly He appoints the next judge he had chosen as King over Israel. So the judge (nagid) becomes the king (melek) not necessarily because Saul deserved to be King but because the people demanded that he would be.
In the passage mentioned above we see that Saul had leadership aspirations when Samuel meets him and tells him the donkeys have been found and are safe but then goes on to say that in the morning they would speak of what was in Saul's heart. Saul's reaction also hints at his aspirations for leadership when he mentions about his humble background. His reaction to Samuel's comment is insane and seems really presumptuous. Even if Samuel mentioned him and his family as the desire of all Israel...
Finally some people say that Samuel made a mistake in appointing Saul as King over Israel. This is not the case. The LORD says to Samuel that someone will come during the offering feast the next day and that he is to be appointed nagid. When Samuel meets Saul the LORD confirms that this is the man he meant when he said the one will arrive tomorrow who is to be appointed nagid. The Lord gives three signs (people saying the donkeys have been found, three men heading to Bethel that will give him some bread, and prophets filled with the Spirit prophesying) all of these come to pass and so Saul knows it is God behind the appointment. Saul is even filled with the Spirit and prophesies himself.
David also, whenever he has the possibility to kill Saul says he will never harm God's anointed. David recognises Saul as someone anointed by God, even if he has lost his way.
So Saul is chosen by God to be nagid over Israel. It is Samuel that appoints him king. Nowhere does God specifically say that he wants Saul appointed as Melek, which is what Samuel calls him to the assembled Israelites at Mizpah. This is the first time the word is used for Saul...
On the other hand David is appointed King by God. 1 Samuel 16:1 ends, "for I have provided me a king among his (Jesse's) sons." The word used in this sentence is melek. Does leave it open to the idea that Saul should never have been King specifically though was appointed by God to be their leader.
However, the passage does go on to talk about men of valour who were moved in their hearts to follow Saul and become a sort of army for him. Evans, in her commentary, says that despite the fact God never intended there to be a King other than Himself that He begins to move and work in the new system of government that the people have called for. He appoints Saul King and then moves people in their hearts so that they decide to serve the new King.
I'm not sure about God appointing Saul King as he uses nagid but he did accept him to be King after Samuel appointed him king. This can be seen in the men of valour and when, in 1 Samuel 15:11,35* God admits he regrets making Saul king (melek is used here) perhaps as opposed to his original plan for Saul to be just a judge like Samson, Gideon, Eli, Samuel and others.
*Thanks to Andy for adding these verses to my thoughts when I told him I would be posting this today.
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