I prefer heavy-gauge aluminized steel pans - their heavier thickness distributes heat more evenly and, because of the rim, the pans are less likely to warp over time. And as Sheila said, the shiny surface doesn't absorb as much heat (as a black surface) so the cookies tend to bake more slowly and evenly. There are many different brands of this type of pan that work very well.
I am also in the midst of testing out a brand new cookie sheet "technology" that is supposed to be the end all and be all with respect to eliminating any sticking and promoting even baking. I'll report on it after I complete testing, probably in January.