I bumped the old post, because it was the one that I was dealing with the issue I was having.
I do see that there are 2 menu options, "2D UI" and "3D UI", however they were both disabled for me. I looked in the code, and both menu items were being disabled by the same line of code: UIRoot.list.Count == 0.
Perhaps I have an older version of NGUI, but that doesn't allow one of each UI types to be created. I went ahead and simply removed these checks, and now I can make my UI's just fine.
As for Unity 4.5's built in layers, I am still on 4.3.4, so perhaps that's why my layers still don't match up automatically. Plus, I assume the 3D layer would need a new custom "UI3D" layer or something.
Anyway, sorry for rehashing an old thread, but there are quite a few versions of NGUI kicking around, and it's hard to stay up with the very latest. Thanks for the response.