Advances in synthetic methods have spawned an array of nanoparticles and bio-inspired molecules of diverse shapes and interaction geometries. Recent experiments indicate that such anisotropic particles exhibit a variety of nonclassical self-assembly pathways, forming ordered assemblies via intermediates that do not share the architecture of the bulk material. Here we apply mean field theory to a prototypical model of interacting anisotropic particles, and find a clear thermodynamic impetus for nonclassical ordering in certain regimes of parameter space. In other parameter regimes, by contrast, assembly pathways are selected by dynamics. This approach suggests a means of predicting when anisotropic particles might assemble in a manner more complicated than that assumed by classical nucleation theory.