Its funny, power supply manufacturers seem to use any random color that's in the shop, so it does vary - that's why I only mention the standard red and black.
To test:
Connect a probe from the meter to each wire. Check that the probes are connect to "V" and "COM", not "A". Set the meter to the 20vdc scale (I am guessing your meter here, a picture would help). Plug in the power supply, you should get 12.xx volts. If there's a minus in front of the reading, then the wire connected to the red probe is negative. Otherwise, the wire connected to the red probe is positive.
The only thing that cares about polarity is the fan. The PID controller, heater, and motor do not. The motor does need to rotate the correct direction (CW as viewed from the hot end) but otherwise, everything's tolerant. I think the fan just doesn't spline if you hook it up backwards.