MichelleH,
I would recommend reading through Antonia74's tutorial under the Articles tab (it's called How To Bake & Decorate Cookies). She gives great details for how she puts the icing on the cookies for the best results.
I don't like to have an outline that shows, so I use her "advanced" technique where you do the outline and then fill in right away, so the outline blends in with the flood icing to make a smooth surface.
It will take some time to do that many cookies, you might be surprised.
Depending on the shape of my cookie, I usually use a #3, 4, or 5 tip to do the flooding. If there are lots of little areas on the outline (like when I do feet or seashells), I use a smaller tip. Squares, circles, and other simpler shapes, I use a tip 5.
Good luck, and be sure to post a picture when you're finished!
Laura.