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Another tactic, if you've got an action in the Inbox for an as-yet-to-be-created project is to simply tab over to the project field, type in the desired project name and follow with cmd-return. This creates the project and assigns that action to it (assign a context, too, if you want one). When the clean-up step happens, it will be swept out to the sidebar with no further action required. This is better suited for individual actions you are turning into projects rather than groups of actions, which are more efficiently handled by the group/outdent approach. Group/outdent is also better if you need to set any parameters for the project, such as parallel/sequential, context, auto-complete, etc. because you have something to inspect with the inspector. I use the "create project in place" approach most often on the iPad/iPhone, I think; it's kind of a wash on the Mac.