When you don't have a prison, its kind of important to make sure that your sheriff or captain of the guard doesn't have ridiculous strength. When you don't have a prison, justice is handed out in the form of beatings and he may kill/severely wound dwarfs for trivial crimes.
Also, make sure you have helpers for the
Captain of the Guard as if punishment isn't swift for criminals it will be handed out by the
Hammerer, i.e. The Executioner.
In general, the only common quality that should be in your justice system are the weaker dwarves that are unskilled in combat. Thus, not killing your criminals. A good compromise is to equip them with
Feather Tree shields and
Adamantite crossbows so that they can still help out if you are invaded.
It doesn't seem as if though any other skills are relevant to picking law enforcement.