Several methods of constructing the active orbital space for multiconfigurational wave functions are compared on typical moderately strongly or strongly correlated ground-state molecules. The relative merits of these methods and problems inherent in multiconfigurational calculations are discussed. Strong correlation in the ground electronic state is found typically in larger conjugated and in antiaromatic systems, transition states which involve bond breaking or formation, and transition metal complexes. Our examples include polyenes, polyacenes, the reactant, product and transition state of the Bergman cyclization, and two transition metal complexes: Hieber's anion [(CO)3FeNO]- and ferrocene. For the systems investigated, the simplest and oldest selection method, based on the fractional occupancy of unrestricted Hartree-Fock natural orbitals (the UNO criterion), yields the same active space as much more expensive approximate full CI methods. A disadvantage of this method used to be the difficulty of finding broken spin symmetry UHF solutions. However, our analytical method, accurate to fourth order in the orbital rotation angles (Tóth and Pulay J. Chem. Phys. 2016, 145, 164102.), has solved this problem. Two further advantages of the UNO criterion are that, unlike most other methods, it measures not only the energetic proximity to the Fermi level but also the magnitude of the exchange interaction with strongly occupied orbitals and therefore allows the estimation of the correlation strength for orbital selection in Restricted Active Space methods.