I created a Mac OS X application in Xcode using storyboards. For some reason the applicationDidFinishLaunching method in the AppDelegate is being called after <
Correct, the lifecycle is a wee bit different in OS X.
Instead of letting the storyboard be your initial interface (this is defined in the General settings of your project), you can instead set up a MainMenu xib file and designate that as your main interface, then in your applicationDidFinishLaunching method in your AppDelegate you can programmatically instantiate your storyboard after you have completed your other initialization code.
I recommend checking out Cocoa Programming for OS X: The Big Nerd Ranch Guide if you haven't already; one nice thing they do in their book is actually have you get rid of some of the default Xcode template stuff and instead they have you set up your initial view controller the "right" way by doing it explicitly.
You might put something like this in your applicationDidFinishLaunching:
NSStoryboard *mainStoryboard = [NSStoryboard storyboardWithName:@"Main" bundle:nil];
MyWindowController *initialController = (MyWindowController *)[mainStoryboard instantiateControllerWithIdentifier:@"myWindowController"];
[initialController showWindow:self];
[initialController.window makeKeyAndOrderFront:self];
This assumes that you've already changed "Main Interface" to something like MainMenu.xib.