Conventional wisdom says that conventional wisdom is always wrong. Except in the case of cookie sheets, in which conventional wisdom goes that the best sheet for the job is one that's heavy-gauge plain aluminum.
The other day I tested conventional wisdom by baking chocolate chip cookie dough on five different kinds of cookie sheets: a plain, heavy aluminum sheet made by Commercial Aluminum, a sheet of dark steel, a flimsy aluminum sheet, one of the new air-cushioned sheets and a pizza stone, which its makers advertise as being useful for cookies, too. I baked cookies on all these sheets, a dozen at a time, in the center of a good gas oven set at 375 degrees.
At the end of 10 minutes the first batch, baked on the heavy-gauge aluminum sheet (ungreased, as directed in the Toll House recipe) were browned exactly evenly on top and bottom. They were done all the way through but in no way dried out, and, after waiting a few seconds after taking them out of the oven, they were easy to get off the pan.
Cookies baked on the dark steel pan -- in this case a professional-weight, blued carbon steel -- were considerably darker after 10 minutes than the first batch and in danger of being too brown. But they were also perfectly evenly baked with both top and bottom equally brown. They too were easy to get off the sheet.
The flimsy aluminum sheet performed exactly as all the experts always have said flimsy aluminum sheets perform. After 10 minutes the cookies were quite brown on the bottom and significantly less brown on the top. In other words, the pan is so thin that the heat transfers directly and intensely to the bottoms of the cookies and cooks them before the top has a chance to cook, too.
The air-cushioned sheets are relatively new on the market. They are made of two sheets of aluminum with a thin pillow of air sealed between them. The bottom of the sheet looks a little like a tufted sofa cushion. The idea is that the layer of air protects the bottom of the cookies from getting too brown -- "No More Burned Cookies," says the literature optimistically -- while the tops bake. I think the manufacturer has done his job too well. After 10 minutes the tops of the cookies were browned and done, but the bottoms still so soft that they folded up when I tried to take them off the sheet. Now there are certain cookie connoisseurs who love their cookies this way -- all gooey on the bottom -- but if it's the Standard Cookie Type you're going for, this sheet could give you problems. The literature accompanying the air cushion sheet instructs the user not to soak or even immerse the sheet.
The pizza brick is just a slab of ceramic fire-brick-like material that, if you are baking a pizza, you preheat in a very hot oven so that it will "surprise" and crisp the bottom of the pizza crust. You don't want to surprise your chocolate chip cookies, however, so you don't preheat it. At the end of 10 minutes the cookies on the pizza brick were not close to being done, and at the end of 12 minutes the bottoms and edges of the cookies were brown but the top remained lighter. There are at least two other problems with the pizza brick as cookie sheet: That even the largest one is too small to be efficient, and it holds heat so well that cooling off between batches is an all-afternoon proposition.
The heavy aluminum and the dark steel baked most evenly. But either oven temperatures or baking times have to be adjusted downward for the dark steel because the heat it radiates is so intense.
Warping is a common cookie sheet problem, even with the heavier gauges, because the classic cookie sheet has a raised edge only on one side and thus no reinforcement on the edges. To keep warping to a minimum, avoid quick changes in temperature. Don't take the sheet out of the oven and lay it directly on a cold counter (lay it on dish towels instead), and don't plunge it into water when it's hot. The other way to avoid warping is to use a heavy-gauge jelly roll pan or baking sheet instead. These pans are identical to cookie sheets except that they have slightly raised, rolled edges which reinforce the pan and keep it stable. There is virtually no difference in performance between the two designs.
The best cookie sheet size is the largest that will fit into your oven with an inch or two on all sides for air circulation. If you have trouble finding heavy enough or large enough pans, check restaurant supply houses. There you will find mostly baking sheets (with edges) instead of cookie sheets per se, and prices will probably be between $10 and $15.