Is it normal for water to drip from a shower head for a bit after a shower?
The "problem" may be that in a shower-only configuration, the only exit path is up. The line may siphon for minutes until an air bubble breaks the siphon.  I see this a lot on hand-held shower wand only setups.  There usually is an anti-siphon valve that breaks and drains the wand line

In a shower-tub or other diverter configuration, @chriscudmore 's suggestion will help purge quicker.

In a new configuration, I'd be tempted to add a water hammer arrestor (though an air admittance valve would make more sense) just above the drop ear elbow that the shower arm attaches to.