Most recipes for baked goods will advise whether to sift before or after measuring (and sometimes sifting is not required at all). "1 cup sifted flour" means sift before measuring; "1 cup flour, sifted" means measure, then sift. It's a tiny but important detail. If the recipe doesn't mention sifting assume it is not required. If I want to sift in order to evenly mix dry ingredients such as leavening and salt before combining with the wet ingredients, and the recipe doesn't call for sifting prior to measuring, I add the dry ingredients to the sifter, stir a lightly with a fork or teaspoon, then I sift.
I'm a professional baker, and we always weigh our ingredients for perfect results. Get yourself a scale, you will not regret it. And you can go to the Internet and get the weights of flour, sugar, etc. You will never have a problem with inconsistency or questioning what you did, again! Cheers!
Except that a lot of the time an amateur will be working with whatever the recipe writer gave them, at least the first time through. Weight will also vary a bit with moisture content and altitude, though it's not usually awfully significant.
The answer's in the question; sifted flour is fluffier and measures different. I usually fluff the flour a bit by scooping it up and dropping back in the bag a few times, which seems to agree with the way most recipe writers measure (a lot of people whisk it too). I sift flour for cookies all the time after measuring- it's really the best way to mix in ingredients such as baking soda or cinnamon, as well as the original purpose of removing excess bugs etc.)- and I assure you it makes no difference in the finished cookies.
Are you using measuring cups or measuring your flour by weight? If you use measuring cups AND measure your flour after you sifted it you are getting about an ounce less of flour for each cup you use in your recipe. If you measure your flour before you sift it then one of the other members on the site may have another idea as to what is causing your problem.
Most cookie recipes don't require sifted flour, so my recommendation is that you stop doing the extra step of sifting unless your recipe specifically calls for sifting.
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Most cookie recipes don't require sifted flour, so my recommendation is that you stop doing the extra step of sifting unless your recipe specifically calls for sifting.