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I have had good luck with made-in-USA Nordic Ware plain aluminum sheet pans in half-sheet and quarter-sheet sizes. Consistent heat, no warping, easy to hold. I suggest staying away from "gimmick" pans -- double layer, coated, dark, etc. -- as I have found their performance inconsistent.
I use calphalon. But anything sturdy and non-stick that does not have too dark a coating. When the coating is too dark, the cookies brown too quickly.
Don't worry about so much about the pan. Get Silpat, it's a silicon liner that pros use and it is MIRACULOUS!
Thin gauge still will warp in the oven, regardless of Silpat or not.
Go to your local restaurant supply store and buy the professional quarter sheet pan, usually very inexpensive and will be really useful for most things. I also agree that a silpat is very useful.
Costco also stocks basic restaurant supply type quarter sheet pans. They usually come in a double pack and are very durable & inexpensive.
Vollrath is great, but the best is the made by Lincoln Wearever. They are heavy and will not warp in the oven. They were also voted best by America's Test Kitchen, if that means anything to you.
Use a silpat! It's the wonder cookie sheet. No sprays, easy to clean. The French developed it and it's made of silicon. (Need to figure out whether it's safer than aluminum.)