I roll them to 1/4 inch using those strips of wood (can't remember what they are called) to get them all evenly sized
I roll my cookies 1/4" thick. I use wooden square dowels to roll out my cookie dough to get the right thickness.
When I'm making a cookie bouquet, I use the 3/8" dowels.
I picked up the square dowels at Michaels. I bought a long one and had my husband cut it in half.
Hope this helps. 
1/4 inch using dowels is pretty much a safe bet!
Let us know if it works for you!! 
hardware store in the wood section (make sure the cookie dough doesn't touch the wood - cover the dowel in plastic wrap)
i bought some at my local craft store - it was in the section for flower arranging (near the foam blocks, fake flowers, ribbons, etc)
Same with me; 1/4 inch thick. I use the spacers on the ends of my rolling pin to help out with uniformity.
If your cookie cutter has some delicate or skinnier tips/edges... Say for example the spout of a teapot, those sections do tend to brown quite quickly, so I tend not to bake my cookies too long. Just enough so that they're done (the center of the cookie no longer looks wet on the top), that way the skinnier edges might be a little golden, but not too much.
Good luck!
Marian
I roll out my cookies 1/4" also. I use the free paint stirrer sticks from Home Depot or Lowes and wrap them in plastic wrap. If they are going to be on sticks, roll them 3/8" thick. I've tried the rolling pin spacers, but I'm a giant goofball with them 
I can't seem to get it to work 
WalMart also carries dowels in their craft section, though they are the round ones. They work very well, especially since one dowel was less than 50 cents! I like them better than the rubber rings you slide onto your rolling pin. The best piece of cookie "equipment" I bought was a Dobord. Perfect thickness every time, it's adjustable, and it gives me a great work surface.
I bought a dobord about a month ago and all I want to do it make cookies now- it is so easy!!!
http://www.kitchenfriendly.com/
I got mine from armchair world- the link is on the bottom of the dobard site
oh and I make mine 1/4"
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