When I first saw this thread, I couldn't think what my favorite cookie was, even though I have a favorite. I just had a block.
Anyway, my favorite cookie is wafers (gaufrettes), always has been my fave. LU brand makes great chocolate wafer cookies, though they no longer call them Gaufrettes. I've found Israeli ones that are called Gaufrettes, and Mexican ones with mango filling. Right now, I'm munching some from a Gottena variety bag (imagine, a variety bag of wafer cookies!), which is from Germany.