Since you are hiring an executive coach, you must have a reason behind it. You need to make a measure of the kind of success that you want to achieve. This will also give you an idea of what kind of executive coach will suit you the most.
All executive coaches have some basic philosophy that they work on. Although they can be similar, there will be some differences. Inquire about the philosophy the coach has and how he or she intends to apply it to your benefit.
Take a look at the qualification of the candidates and see if they go in the same direction as you. Although there may be some fantastic executive coaches that you may interview, but not all of them will be qualified enough to deal with your requirements and thus cannot be selected.
Experience counts for a lot as well. See what kind of experience the candidates have, what kind of clientele they have worked with and how much success have they been able to help their client deliver. This may be an even more important factor than the qualification.
It is never a bad idea to ask the candidates about their aspirations in life and how did they take up this field of work. Do ask them about the level of success they feel that they have achieved and if they would have liked to do things differently. Their own level of satisfaction will tell you a lot about their work.