For my wedding cake cookies (about 4") or so, I had to go to a cake decorating store. Wilton did not make the size I needed. I know which ones you are talking about and they weren't the size for the cookie I needed. The ones I found were also rectangular, but had enough room so as not to damage the cookies and gave it a 'poofed' look when tied with a ribbon.
I use the original "Baggies" brand bags. You get a roll of 150 for about $1.20, they are thin enough that you can see the details of the cookie through the bag, and they are large enough to handle even over sized cookies! I just tie them with ribbon, or staple on your header and they work great, plus they are cheeeeaaaap! 
It really depends on the cookie shapes/sizes. I use the 9x4 cello bags by far the most but, also use the hour glass shape for certain cookies as well as 6 x 4 and as big as 11.5 x5 for huge cookies. Just make sure there's enough room to tie the bag and have a little "poof"of air as vickymacd said.
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