Not directly by the user.
The problem is that you'd have to create the issues as a batch. The sub-tasks cannot (and should not) exist without a parent, but you don't have a parent until you've finished creating the parent, so you can't create them during the parent create.
You would have to do this as a batch process - fill in the data for the parent issue, pop a string of associated creation boxes for each subtask, storing each one in the batch, then creating them when the user completes the "create issue" process. It's possible to code for that but Atlassian haven't done it because they've got a hundred and eleventy twelve improvements higher in the list.
Two things I'd add though:
Most of the automation and scripting tools can give you post-functions or listeners that can create sub-tasks automatically, using the info inside the parent issue. One example of this might be an "event". Not that we're doing these at the moment, but we send people to ACEs/Summits/Roadtrips etc. An event has a load of fields like location, dates, sponsors, reason etc, and we have a multi-user-picker for "attendees". We fill in the attendees and a scripted listener adds sub-tasks for accomodation and travel for each one.
On Server, you can be a little bit more friendly with sub-tasks. When you look at an issue that has sub-tasks, there's a panel for them, with a + for adding more. This is hidden for issues with no subtasks, but you can turn it on, so your people don't have to dig through a menu to find "create subtasks" and it makes it clear there are none yet.
edit (or create, as it may not exist in your install) <jira-home>/jira-config.properties adding jira.view.issue.show.quicksubtask.when.no.subtasks=true
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