Are you using a cookie sheet specifically for cookies? How often do you use it? What kind of lifetime are you looking for on this?
I am pretty lazy and don't like to A) scrub burnt stuff off of a sheet pan, and B) don't like to worry about damaging teflon surfaces, which are usually more expensive. So I cheat and buy a roll of
parchment paper for baking. This paper can be re-used at least a couple times and is relatively inexpensive, easy to cut to size, and great for cookies, as well as general hearth baking- for example I bake pizza in my oven on a pizza stone, but hate having to worry about getting stuff burnt to the surface of the stone. Parchment paper works great for this and I have no problems.
Parchment paper can handle a 500 degree oven for a very reasonable amount of time and will only brown slightly.
So my sheet pans are usually aluminum ones of various sizes, that are relatively cheap. I like them with sides instead of flat so I can bake anything that might be runny on them as well and not have to worry about stuff dripping off, or picking them up and having baked goodies slide off.