When creating a Hole Wizard hole, you no longer have to preselect a planar face to create a 2D sketch. The Hole Wizard creates a 2D sketch unless you select a nonplanar face or explicitly request a 3D sketch.
Click Hole Wizard
(Features toolbar) without preselecting a face. On the Positions tab of the Hole Wizard PropertyManager, click 3D Sketch before clicking a planar surface to create a 3D sketch.
See SolidWorks Help: Hole Wizard Overview.