Xcode spell checking
You turn on spelling from the Edit menu (right at the bottom).
Edit: For code files, there's always the compiler, although that won't check comments, and won't stop you from spelling things wrong; it'll only stop you from spelling things inconsistently.
Reedit: In the 4 years since this was posted, the spell checker has moved a little: It is now under Edit > Format > Spelling and Grammar. Format is near, but not at the bottom.
Put the cursor infront of your comment and press cmd ; this will jump to the next misspelt word.
In Xcode 4.5 you need to choose: Edit -> Format -> Spelling and Grammar -> Check Document Now (cmd + ;)
You can also do: Edit > Format > Spelling and Grammar > Check Spelling While Typing. (Xcode 4.6.3)