How do we know that ammonites are a kind of cephalopod rather than another type of mollusc? On a recent fossil hunting trip, I found a small fossil that an expert identified for me as an ammonite beak. He told me such fossils are not uncommon, but are not normally found with their parent shell due to the decay of the soft tissues holding the beak in place. I know that under some unusual conditions, (i.e. the Burgess Shale) the soft tissues of animals can be preserved. And a quick google search reveals that there are rare belemnite fossils with their tentacles in place. However I can find no reference to any ammonite fossils, nor any of the orthocone clades, with soft part preservation. Shells of similar shape and structure are not unknown in other groups of mollusic (i.e gastropods). So: what characteristics of the shell make taxonomists sure that ammonites and orthocones are cephalopods rather than some other kind of mollusc?

It really is mostly the siphuncle as @augurar mentioned. The siphuncle is present in modern ammonites, cuttlefish, and Spirula(a deep-sea squid with an internal chambered shell). It links shelled cephalopods neatly with other cephalopods(both extant and extinct) and distinguishes them from other shelled things like snails.