I prefer the ones with sides -- jelly roll. I like being able to stack them criss-cross when the cookies are cooling/ drying. Plus, I'm a lot less likely to shove a thumb into a cookie or have the cookies slide off the edge! 
What about the air-bake cookie sheets? Does anyone use those?
Air Bakes are my favorite.
Been using them since they first came out!
I use doughmakers. They do not require any spraying, they have a pebble like surface, I absolutely love them. Here is their website: http://www.doughmakers.com/
I have tried several different cookie sheets and my very favorite are the professional weight ones that Sams' Club has. They are 2 for $10.00 and they bake really even. They have sides which I love. Tried the ones with no sides and dumped a couple of batches of cookies on the floor. I just can't be trusted to remember there are no sides LOL!!! I don't think the airbake ones are very good as the bottoms of my cookies never got done.
Lily
I read somewhere that aluminum is the best and most even conductor of heat. I've been using the large Wilton brand ones sold at Michael's. One edge is folded up for grabbing it, but otherwise its flat. I like flat better so I can slide the parchment paper, cookies and all, on and off easily.
I have tried a few different types. I liked the airbake type, but either they say "not dishwasher safe" or if they can be put in the dishwasher, I have had problems with water getting inside. I do put them into the oven to dry out, but they have still rusted onside (I can here stuff rolling around.) I actually prefer the non-stick Bakers Secret (XL) cookie sheets. I get them at Walmart for like $5 or $6 each. They have sides so I can use them for other baking purposes as well. I too prefer the ones with sides for stacking purposes. I'm sure everyone has a favorite, these are mine. I bake my butter cut out cookies on them, no parchment or Silpat, and no problems. I haven't been able to do that with all sheets I've tried. JMO
I have been using my airbakes for nearly 20 years. The same ones - they work perfect. I always use parchment paper. I have tried the expensive ones from the Culinary Institute, but they just don't perform as well. I would die without my airbakes! 
I have tried several different cookie sheets and my very favorite are the professional weight ones that Sams' Club has. They are 2 for $10.00 and they bake really even. They have sides which I love.
Ditto! You can buy one heavy duty NordicWare sheet at Wal-Mart for $10 or a pack of two heavy duty pans at Sam's for the same price. I fell in love with the set I bought at Sam's and have bought a set each time I've gone back because two cookie sheets just aren't enough! Not sure how many are enough... 
Kim in cajuncountry and lilybird... i love them also.. I have 12 of them!! I will probably buy more for my holiday baking now that I have caught the cookie bug...!! 
from CCers.
BTW.. 12 is not enough LOL!!
I love my gold-colored jelly roll pans from William-Sonoma (i.e. the sheets with edges)
I've used a few different ones and the PC stone, but these just seem to work the best for me. (plus like the previous post, I like that I can stack them, and stuff doesn't slide off the edge 
)
I also love silpats, but one of the key reasons is that I roll the dough out on the counter, on the silpat, and then slide it on to the sheet. I've got my own little system down now
Kim in cajuncountry and lilybird... i love them also.. I have 12 of them!! I will probably buy more for my holiday baking now that I have caught the cookie bug...!!
from CCers. BTW.. 12 is not enough LOL!!
!!12??!! I thought I was over doing it!
Okay, ladies, how many cookie sheets do you have? Cookie use only please.
I have 8 jellies, 1 quarter jelly and 3 no sides.
I like the heavy duty aluminum pans with sides. I bought them at a store called Christmas Tree shop for $5 each. I have 2 right now but went back for more and they were a little bent up, so I have to wait for a new shipment to come in. They are like 11 x 13 I think and are great for when you are decorating the cookies too. They stack criss cross on each other without the cookie touching the bottom of the other pan. I also have a few with no sides but don't care for them and a few cheaper ones, but they are small.
I use doughmakers also, and Love them. I purchase them at the State Fair, where you buy two get one free. I go back every year and get something new.
I use my silpat mats on two of them, but I dont' have enough for all four, so I use parchment paper on the other two. You have to be careful when you put the ones with the parchment paper into the over, sometimes they slide and the cookies and be bent.
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