This question is rather old now, but I wanted to provide a different perspective. I think the above Model Theoretic answers are good, but they may give one the impression that one isn't at all justified to say that the Godel sentence corresponding to some suitable extension of ZF (say ZFC) isn't 'true' in some sense, but there is a sense in which this is justified, it is just not possible to use model theoretic language alone to see this.
The arguments given here are essentially a more high level overview of the arguments presented in Introduction To Meta-Mathematics by Stephen Kleene, and are treated more thoroughly there. Specifically, for a quick reference for most of the statements necessary for this argument, and another high level overview, see Chapter XI $\S$ 60, but a completely formal proof is basically impossible to give succinctly, so the rest of the book is highly recommended to gain a complete understanding.
To start, I will appeal to the history of the subject. The initial idea motivating Godel to prove his incompleteness theorems was the program of Hilbert that all mathematics could be 'carried out' using a single formal system. We can sort of break this down into two goals, although I don't know if the mathematicians of that time explicitly thought about this way:
- Find a definition of computation that encompasses all possible computations
- Find a formal system that can decide all possible true mathematical statements
The mathematicians of the time, I suspect, implicitly assumed that 1 and 2 were basically equivalent, and as a result, we often think about Godel's incompleteness theorems as the complete failure of Hilbert's program, because 2 turned out to be false. But in fact, looked at from a different perspective, it can be seen as halfway a success, since as far as we know 1 has a unique solution.
The solution is, as you may have already suspected, the notion of General Recursion, or Turing Computability. And as a result, the closest thing we got to Hilbert's original idea was not a mathematical statement, but a philosophical one: the Church Turing Thesis. Although this technically remains a philosophical claim, the point is that
- The Church Turing Thesis can be stated as a formal logical axiom in our meta-theory, and from this axiom we can show that the Godel statement is 'true' for any theory, even though it is not provable in said theory
- Despite it being a philosophical claim, it is extremely well motivated, since its formal statement is equivalent to assuming there is a decision procedure for deciding the validity of a proof (the equivalence of which I will go over later in this answer), which I think most 21st century mathematicians would agree is a very reasonable assumption. Its status as a dicey assumption comes from a time before computers became as ubiquitous as they are today.
As a result of this notion of computability and this thesis, we can give a (very) informal argument that "there are true statements that aren't provable" without invoking model theory or the independence of certain axioms.
Essentially, the argument relies on the insolubility of the halting problem (of which I am assuming the reader is already familiar). We will get to how this relates to the Godel sentence afterward. It goes like this:
In 'physical reality', we know that every algorithm we run will either halt or it will not. In this sense, intuitively, there is an 'absolute truth' of this fact (that notably does not rely on any concept of a model). However, we know that in a consistent theory that is 'bound' by Turing computability but is a powerful enough language to ask whether any algorithm halts or it doesn't, there will be some algorithm $M$ for which it does not have an answer. But since every algorithm halts or it doesn't, one of the statements "$M$ halts" or "$M$ does not halt" must be true but not provable. And that essentially completes the argument.
However informal this argument may be, one can hopefully see that it is extremely reasonable to expect that our meta-theory (corresponding to 'physical reality') has as a provable statement that every algorithm we run will either halt or it won't (even without the law of excluded middle, it seems reasonable to expect that we should be able to prove this in the constructive cases).
Moreover, 'being bounded' by Turing Computability can be suitably formalized.
The way in which it is formalized relies on a not-so-easy to see, but provably true statement, that:
(1) every General Recursive predicate (function from $\mathbb{N}^n \to 2$) is a predicate in the formal system presented by Godel in his original paper
(meaning in particular that it has a total recursive decision procedure for the validity of proofs).
In my opinion, this fact is the crowning achievement of the early 20th century logicians, and is to some degree lost under the more modern model theoretic view of this subject.
As a result of (1), we can formalize the Church Turing Thesis in a very nice way: that a consistent theory has a decision procedure for deciding the validity of its proofs.
Why does this correctly capture our intuitive notion of the Church Turing Thesis? Its because from this, we can argue that if the above is true, then every predicate is general recursive in the sense that we can algorithmically decide its truth value on some input if and only if it is provable.
The argument goes informally as follows and relies on (1) above:
Assume that that $S$ is a statement in some consistent theory $T$ such that there is an algorithm deciding if $x$ is a proof of $S$. Then by (1), there is a recursive predicate $P$ in Gödel's formal system such that $P([S], x)$ if and only if $x$ is an encoding of a proof of $S$.
But then, note that the predicate $p(S) = \exists x, P([S], x)$ is therefore general recursive, since we can simply enumerate the possible proofs $x$. Thus, $S$ is essentially 'general recursive'. In particular, if $\rho$ is a predicate in $T$, then we can run a program that computes $\rho(n)$ for some constant $n$ of the theory that does not halt if and only if $\rho(n)$ is independent in $T$.
That completes the argument
In essence, the above shows that there is an algorithm computing any predicate if validity of proofs is recursively decidable. Moreover, from the above argument, those who are familiar with certain proofs of the insolubility of the halting problem may be starting to see how the insolubility of the halting problem implies the undecidability of the Gödel sentence $G$.
Formally, the Gödel sentence is the statement $G = \lnot (\exists x, P([G], x))$. This is classically thought as "this statement is not provable", but the above discussion may hopefully indicate why this can also be thought of "this algorithm does not halt". Essentially there is an injective map between logical statements and algorithms, assigning a statement to an algorithm that outputs its proof. Then we follow the classic argument: If $G$ halts, then it is provable, contradicting itself, but on the other hand, if $G$ does not halt, then there is no proof it doesnt.
Therefore, we know in the metatheory, that if the theory in which $G$ is stated is consistent, then the only option is that $G$ does not halt, but the theory cannot prove that.
So just as a quick recap:
The model theoretic view is illuminating, but it is not the whole picture. The classical argument was not merely model theoretic, but also was intimately tied with the search for a universal method of computation. The above argument shows that if the Church Turing thesis is true (formally, the thesis that there is an algorithm in the Turing computable sense deciding validity of proofs) then in any reasonable meta-theory, and powerful enough theory $T$ expressible in that meta-theory, there is a statement that is true in the meta-theory that is not provable in $T$, and this statement does in essence correspond to the Godel sentence.
This means that this applies to basically any powerful enough meta-theory and consistent theory expressible within it, including ZFC, and not just specific cases such as Peano arithmetic.
However, all of this is predicated on the acceptance of the Church Turing thesis, but hopefully I have argued well that this is not an unreasonable assumption in the above sense. There are many more thorough arguments of course, a lot of them a bit less formal than the above, but the bottom line is that if it weren't the case, then formal mathematics would look very very different from what we know today.
I refer the reader again to Meta-mathematics by Kleene for the best argument I have seen.