George Washington. Just sayin’.
True, the Continental Congress selected him CiC of the Continental Army, where he directed the actions of, at most, 16,000 men. Whereas Herman Cain was selected by Pillsbury to be CEO of Godfather’s Pizza and its >20,000 employees. Just sayin’.
Hey!! You know who else never won an elective office before becoming President? Thomas Jefferson. True, he was Adams’ V.P. But that was back when the VPOTUS was officially “Number Two”. So Cain has won just as many elections as Jefferson had, while losing one fewer.
It’s odd, really, how this country survived and thrived despite having total incompetents like Washington and Jefferson at the very beginning.
Just sayin’.
World's Only Rational Man 
The reason is that these men had an understanding of what duty and serving meant. If my memory serves me right Washington didn’t even want to be president. He said something along the lines of “Haven’t I done enough for my country?” but he did it anyway in the end. He refused to seek a third term. Imagine that. He stepped away from the power, just like that.
Today’s politicians crave only power.
That’s what separates the best of the Tea Party representatives. The Beltway “business as usual” crowd is aghast that these newbies don’t want to play ball with taxpayers’ dollars. Romney, of course, is aching to spend OPM. A squish after their own heart.