If you use:
stsadm -o createsite [required fields] -sitetemplate STS#0
to create your site collections, the default groups are missing (Owners, Visitors, Members).
If you create your site collections without the -sitetemplate option, when you first visit the site, you get a page to choose a site template followed by a page to to setup the default groups for the site. Nice.
If you're like me, you create 50 sites with the -sitetemplate option before figuring out there are no default groups....
So what I figured out was that you can paste this to your groupless site collection url:
/_layouts/permsetup.aspx
This will get you to the default group creation page. Just click OK. Hopes this helps someone.
My environment: MOSS with Feb CU on server 2003.