Since I was a referee before I coached, I have always trained my players to line up on the goal line as soon as possible if a free kick against us is spotted within the penalty area. They need to get there fast because there is no rule against an attacker taking a quick touch and her teammate shooting it in the goal. I also train them to rush the ball as soon as it is touched the first time.
On the other hand, I train my attackers to put the ball down quickly, one touch it and another shoot as quickly as possible if a free kick for us is spotted in the opposing team's penalty area. You do not have to wait for the defense to get set. If the referee wants you to wait, he will stop you.