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
You can change manually template to add coredata checkbox.
Right-click on xCode app icon, and show content package.
Then follow this :
http://rypearts.com/proof/bob/r1/2012/03/04/creating-custom-xcode-4-file-templates/
and this : http://ennio.sperimentando.it/2011/08/22/xcode-setting-the-tab-bar-project-template-to-support-core-data-4/