Yes it is normal procedure to paint the ceiling first. This is because any paint splatter that lands on the walls or trim will not ruin a finished surface.

Some painters will paint trim before walls, or do the trim last; either can work, it really comes down to what you want to "cut in" (i.e. painting the edges of an area). If you have a lot of trim, including doors, its usually best to do this before walls. In a standard room, Walls are also the easiest to cut in, and this way you cut against the ceiling and trim all at once with the wall paint. Hope that helps.