Typically, object-based Property Sets can not be automatically attached on object insertion with the out-of-the-box features. Spaces are an exception, as there is a built-in function to have them be tagged on creation. It is possible to write a custom routine that will do that for other object types. Richard Binning had posted VBA functions that do that (for Doors, if I recall) in both his blog
http://www.integr-8.com/besidethecursor/
and at the AUGI site.
http://www.augi.com/home/
This was several years (and versions) ago; I am not certain if he has updated the code for more recent versions (or if VBA is still supported in 2010, for that matter). If you are interested, you might want to do a search on his blog.
The other possible workaround, which may or may not be more painful then simply adding the Property Sets after the fact, is to place an unanchored object (such as a Door) in a file, add the Property Set, make an AutoCAD block of the object with Property Set, and then insert/explode that block in your files. That means you will be editing sizes and manually anchoring the door after the fact. I would rather add the Door normally and add the Property Set after the fact, but if you are intending to pre-enter data into a number of manual properties and you do not have a large number of object styles/object sizes, this method may be acceptable for your workflow.
If the main reason is to be able to add the Property Sets without adding a tag, you can create a tool palette tool that is a tagless tag tool - you simply do not specify a tag in the tool's properties, just the Property Set(s) you want the tool to attach. And, if setting that up is too much work, you could always tag one door in the file, erase the tag and then select all of the other doors in the file and use the Extended Data tab of the Properties palette to add the Property Set(s) in one go.
David Koch
AutoCAD Architecture and Revit User
Blog | LinkedIn