Any cookei cutter will really work fast. If you plan to roll your cookies thick try to avoid the ones that are plastic and leave and imprint on the cookies. These are really hard to get out if you use thick dough.
I prefer copper, but they are really expensive ($10 us) to start out. Wilton has some nice ones.
jmcakes - Antonia74 (Helen) has a great tutorial for baking and decorating cookies. Go to the "home" page of this site and under the pink "latest forum topics" square is a purple "new articles" square. Go to the third one down!