All you really need are two 12-by-17-inch heavy-duty rimmed aluminum baking sheets for cookies and one 15-by-10-inch rimmed jelly-roll pan for sheet cakes. The debate about the merits of nonstick, dark, and insulated pans seems endless, but paired with nonstick spray or parchment paper, good heavy-duty baking sheets will outperform all others and will last your lifetime. We speak from experience on this; trust us. You can find these baking sheets, also called sheet pans, at your local restaurant supply store or online.