Should I use peanut or canola oil instead of sunflower oil in a cookie recipe?

Sunflower oil does have the taste of sunflower seeds, so if you think that's compatible, that would be ok. Canola is more neutral tasting; peanut has a bit of a nutty flavor as well.
Does the recipe call for oil,or are you thinking or replacing butter with Oil?

Not much difference.
What you have or prefer.