We just leverage other WPF controls for the actual data entry. Our default property editor simply uses a ComboBox and/or TextBox depending on the property. In the case of the PropertyGrid, you'd probably have to use an attached behavior for the TextBox control, which would set the selection index to the end and length to zero. You would have to apply it using an implicit Style, presumably defined in the PropertyGrid.Resources.
If you only want one or two properties or property types to have this behavior, then you'd have to use a custom property editor that uses a TextBox and assign it to the associated properties.