I have just installed Xcode 4 and I am trying to create projects that use core data. However, the checkbox to use core data is not available in any of the project templates
Did you try creating a new project using one of the main templates like "Cocoa Application"? If you're used to one of the preview releases of Xcode 4, note the options are no longer on the main template sheet but rather show up on a second sheet after choosing a template.