I find that for most baking purposes, the best material is brushed aluminum. I line mine with parchment, though, so my cookies are never directly against the material. I've known a lot of folks who aren't thrilled with air-bake, btw.
Another good surface is to bake your cookies directly on a stone--I don't generally do that, because it takes too long to preheat the stone (and when I'm making cookies, I usually need them NOW--LOL!). If you want to experiment with a baking stone, remember that you don't want to use parchment on it--the point of using a stone, is that the surface draws some of the moisture out of the cookies to make them crisper--you totally negate that if you put parchment between the cookie and the stone.