They should be hot immediately after a trip. But the heat should go away after about 10 to 15 minutes of cooling off. If one is still hot after this period that particular caliper is dragging. If a caliper is cool to the touch immediately after a trip, there is something wrong with the caliper itself.
If a caliper is dragging, that is because the slide pins are not functioning properly inside the bracket. Buy a new bracket and slide pins and reinstall onto caliper.
Any other information?