Look here: http://netbeans.org/bugzilla/show_bug.cgi?id=204661
Support for [B]SAF (JSR 296, basically the framework that was behind your "Java Desktop Application" project template) has been abruptly dropped (for no valid reason, let me add).
However, as Bill says in his answer, it is not necessary to use the SAF in order to visually design a form. NetBeans swing-designer (known as Matisse) can be used to design any JFrame, JDialog, JPanel, etc.
You just have to
Right click -> New
-> JFrame Form...
and you're ready to drag-and-drop!
(The features you'll be missing are the extra bells and whistles that such framework provided, like SAF Actions, windowing persistence, simplified management for long running Tasks and related visual feedback [now you have to get your hands dirty with the SwingWorker class], etc)