I have never just dropped in on someone, I'm not comfortable doing so without calling first or setting up a time.
On the other hand I usually don't mind when someone just shows up, but it depends on who it is

I was thrilled when a neighbor came to the door bringing fresh garden tomatoes

and we spent sometime visiting.
I prefer if the doorbell is used, I will usually hear it better than someone who knocks. I have a fairly decent size house and depending on where I am and what I am doing I will not hear if someone is here unless the doorbell rings.