I just installed Xcode 4 and the opening brace of the auto generated functions is on a new line.
For example :
- (void)dealloc
{
[_window release];
[
MarkC's answer has the right idea, but
The templates you need to edit are in either
/Developer/Platforms/iPhoneOS.platform/Developer/Library/Xcode/Templates
or
/Developer/Platforms/MacOSX.platform/Developer/Library/Xcode/Templates
depending on which platform you're targeting.