As it happens I just had some cookies delivered to a friend overseas. I sealed the cookies in clear bags and placed each bag in a paper box. All the boxes were placed in a standard shipping box I got from the delivery service I used.
To cushion and seal the shipping box I just packed some crumpled papers inside. The cookies got there literally overnight, fresh and whole.
If the presentation is not important (it was in my case) – seal your cookies in zip lock bags or a supermarket brand air-tight container, making sure the container is packed-full so the cookies do not “travel” inside.
Use an overnight shipping service or door-to-door delivery service to make sure your cookies arrive fresh.
Happy baking!