There are two kinds of projects available Java ME embedded and Java ME. The Java ME CDLC Emulator Platform is used for Java ME projects.
One thing you should check is the activation step as described here: https://netbeans.org/kb/73/javame/cdc-quickstart.html
For my case I had the EE version of Netbeans 8.0 so I wen to the start page then to plugins and downloaded everything that had to do with JME. I also had to download SDK Java ME SDK 3.2.
I also downloaded the plugins for Netbeans (even though I did the plugin installation through the IDE) Java ME SDK 3.2 Plugins for NetBeans from: http://www.oracle.com/technetwork/java/javame/javamobile/download/sdk/index.html. Then went to Tools->Plugins selected the Downloaded tab and finally Add PLugins ...
UPDATE - Tried with NetBeans 8.0 All (contains JAVA ME)
Even after activating the plugins I still had to download Java ME SDK 3.2 Plugins for NetBeans. Only then the IDE is offering me Java ME when I click at new project.
What I did:
1) Activate Java ME plugin, restart the IDE:

2) Install Java ME SDK 3.2
3) Go to Tools add platform. Restart IDE just in case. Still offered only Java ME embedded as project:

4) Go to http://www.oracle.com/technetwork/java/javame/javamobile/download/sdk/index.html and download the plugins for the Netbeans IDE. Unzip the file and install them (press ctrl-a to select all the nbm files and click open):

5) Click install. This will install everything needed and it will prompt you to restart the IDE:



6) Restart the IDE and there it is:


