The prophet Samuel is believed to have anointed Saul in around the year 1020 BCE (Before the Common Era, or Before Christ, as you prefer). Until now, there has been no witness to the beginning of Israel's monarchy outside of the Bible.
But now, the May-June issue of Biblical Archaeology Review tells of the recent translation of the writing on a broken piece of pottery (commonly used for writing by ancient peoples) that may include the earliest reference to the beginning of Israel's monarchy.
Following the translation of French expert on ancient writings, Émile Puech, biblical historian Gerard Leval finds in the five-line text the following "list of narrative parallels between the Qeiyafa Ostracon and the Biblical text on Saul":
- the need for rulers who will not oppress the poor and the stranger
- the need for structures to be put into place to protect the lives of the poor and the stranger
- the need for a king
- the need for administrators and servants for the king
- the commandment not to oppress but to serve God
- the designation of a new leader, a king
Then check out the translation and Leval's discussion for yourself at Biblical Archaeology Review (BAR) online: http://www.bib-arch.org/bar/article.asp?PubID=BSBA&Volume=38&Issue=3&ArticleID=4.