I wasn’t able to find any way to submit an issue in the bug tracker, so here goes.
Creating a new project using the Android script creates Classes/AppDelegate.h and classes/AppDelegate.cpp.
Creating a new project using the XCode4 wizard creates Classes/AppDelegate.h and classes/AppDelegate.cpp.
However, creating a new project using the XCode3 wizard creates Classes/${PROJECT_NAME}AppDelegate.h and classes/${PROJECT_NAME}AppDelegate.cpp.
These namings should be unified.
I am running the latest version of cocos2d-x I found on the site: cocos2d-1.0.0-x-0.9.0.