Watch The Monkees' auditions for the TV series (1965)

Above, from 1965, Mike Nesmith, Micky Dolenz, Peter Tork, and Davy Jones's screen tests for The Monkees. From Wikipedia:

In September 1964 Davy Jones was signed to a long-term contract to appear in TV programs for Screen Gems, make feature films for Columbia Pictures and to record music for the Colpix label. Rafelson and Schneider already had him in mind for their project after their plans for the Lovin' Spoonful fell through. His involvement was publicly announced on July 14, 1965, when The Hollywood Reporter stated that he was expected to return to the United States in September (after a trip to England) "to prepare for [a] TV pilot for Bert Schneider and Bob Rafelson". Jones had previously starred as the Artful Dodger in the Broadway theatre show Oliver!, which debuted on December 17, 1962, and his performance was later seen on The Ed Sullivan Show the same night as the Beatles' first appearance on that show, February 9, 1964. He was nominated for a Tony Award for Best Featured Actor in a Musical in 1963.

On September 8–10, 1965, Daily Variety and The Hollywood Reporter ran an ad to cast the remainder of the band/cast members for the TV show:

Madness!! Auditions. Folk & Roll Musicians-Singers for acting roles in new TV series. Running parts for 4 insane boys, age 17–21. Want spirited Ben Frank's-types. Have courage to work. Must come down for interview.

Out of 437 applicants, the other three chosen for the cast of the TV show were Michael Nesmith, Peter Tork and Micky Dolenz. Nesmith had been working as a musician since early 1963 and had been recording and releasing music under various names, including Michael Blessing and "Mike & John & Bill" and had studied drama in college. Of the final four, Nesmith was the only one who actually saw the ad in Daily Variety and The Hollywood Reporter. Tork, the last to be chosen, had been working the Greenwich Village scene as a musician, and had shared the stage with Pete Seeger; he learned of The Monkees from Stephen Stills, whom Rafelson and Schneider had rejected as a songwriter. Dolenz was an actor (his father was veteran character actor George Dolenz) who had starred in the TV series Circus Boy as a child, using the stage name Mickey Braddock, and was produced by Screen Gems. He had also played guitar and sung in a band called the Missing Links, which released one single, "Don't Do It". By that time he was using his real name; he found out about The Monkees through his agent.