A B737 FLT CREW OVERSHOT THE LOC FOR RWY 8 WHILE ON APCH TO PHX.

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WE WERE ASSIGNED A HDG (050 DEGS) FROM AN INTXN ON THE SID; WITH AN INSTRUCTION TO INTERCEPT RWY 7R LOC ON THAT HDG. (WE REQUESTED RWY 8 ON INITIAL CONTACT WITH APCH CTL.) AFTER HDOF TO THE NEXT APCH CTL FREQ; WE WERE ADVISED TO EXPECT RWY 8. THAT ADVISORY MUST HAVE LED US TO UNDERSTAND THAT WE WERE NOW BEING VECTORED TO RWY 8. AS WE CONTINUED ON THE ASSIGNED HDG; THE APCH CTLR ASKED US IF WE WERE INSTRUCTED TO INTERCEPT THE LOC FOR RWY 7R. THE FO WHO WAS THE PF; DID NOT RECALL ANY SUCH INSTRUCTION. I DID; AS I ACKNOWLEDGED SUCH WHEN RECEIVED. THE CTLR THEN GAVE US ANOTHER HDG (090 DEGS); TO INTERCEPT THE FINAL TO RWY 8. NO CONFLICT EXISTED WITH ANY OTHER ACFT. BUT WE WERE SLIGHTLY PAST THE CTRLINE FOR RWY 8 WHEN QUERIED BY THE CTLR AND GIVEN THE 090 DEG HDG. WHAT CAN BE DONE TO AVOID SUCH INSTANCES IN THE FUTURE? I HAVE ALWAYS ADVOCATED THAT: ONCE YOU ARE GIVEN AN ASSIGNED HDG TO INTERCEPT A LOC; SELECT VOR/LOC ON THE AUTOPLT AS A BACK UP AND AS A REDUNDANCY; SO THAT THE ACFT WILL INTERCEPT THE LOC; EVEN IF YOU NEGLECTED TO DO SO MANUALLY. I HAVE BRIEFED MANY AN FO TO DO SO OVER THE YRS. BUT LIKE IN MANY OTHER INSTANCES; WHEN THE CAPT BRIEFS THE FO FOR A SPECIFIC ACTION; THE CAPT HEARS 1 OF 2; LACK OF DISCIPLINE ANSWERS: 1) NO; HERE IS HOW I AM GOING TO DO IT IS...(AND THE FO TELLS YOU HOW HE IS GOING TO DO IT. NOT NECESSARILY HOW YOU BRIEFED HIM). 2) DO YOU WANT TO FLY THE AIRPLANE? (IMPLYING THAT HE WILL FLY IT HIS WAY; ON THIS LEG). (ONE GROUP OF FO'S WHICH IS VERY WELL DISCIPLINED AND FOLLOWS INSTRUCTIONS VERY WELL; IS YOUNG EX-MIL PLTS. THEY ARE GOOD LISTENERS.) I BELIEVE OUR NEW PROCS DO CALL FOR SELECTING VOR/LOC WHEN VECTORED FOR A LOC. I WILL INSIST ON IT MORE FORCEFULLY NEXT TIME. I CALLED COMPANY ATC SPECIALIST; WHO CALLED PHX APCH CTL AND CONFIRMED THAT NO PROB WAS CREATED IN THIS EVENT. SUPPLEMENTAL INFO FROM ACN 629745: ON VECTOR TO INTERCEPT FINAL (VISUAL) TO RWY 8 AT PHX. ACCIDENTALLY OVERSHOT FINAL BY ABOUT 1 NM TO THE N OF EXTENDED RWY CTRLINE. PHX APCH WASN'T SURE IF THEY TOLD US TO INTERCEPT; BUT TOLD US TO THEN TURN R TO JOIN FINAL FOR RWY 8 AND RECLRED US THE USUAL. THERE WERE NO CONFLICTS AND THE LNDG WAS UNEVENTFUL.