I like sturdy stainless steel racks the same size as the pans I use. I usually slide the paper or foil that the cookies have been baked on directly off the sheet and onto the rack to cool. If you have baked bars, just place the whole pan on the rack until completely cooled.
When you need to cool cookies over a cylindrical form to curve them, steady a rolling pin on a jelly roll pan by bunching a kitchen towel underneath it. If you are going to make a lot of curved cookies, save the cardboard cores from inside rolls of paper towels, foil, plastic wrap, or wax paper, cover them with foil, and use these to curve cookies.