I know that not all USB sticks are the same. Some can be booted from and some can't.
How can I identify which ones are able to do this (without trying each one)?
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I think it is not so much a USB not being bootable but if the MB can recognize it and boot from it.
Motherboards of today should all be supporting USB booting. With that being said all of today's USB drives should also be capable.
I have heard of people flipping the removable bit on their USB to make it look like an actual disk drive. This can help the bootability of the USB (I think, but it is only needed on older systems that cannot recognize it). You do need to flip this bit if you want to have windows recognize multiple partitions on the USB.
It is recommended that said USB has decent read/write speeds to improve bootability.
Here is a discussion in another forum that is about your question.
If you are still unsure if your MB or USB are suitable for USB booting I am certain that Google can answer all questions about a specific product.