When buying a cookie sheet, you'll want to look at the size and the material. How many cookies do you want to fit on each sheet, and how large is your oven? When selecting a material, you'll want to decide whether you want to use a darker material, which conducts heat better (cooking your food faster but also potentially burning it) or a lighter material, which will distribute the heat but won't get super hot. In general, if you plan to do a lot of baking, be sure to get a nonstick sheet with somewhat of a rim-- it makes cleanup much easier.