Mostly, I make Walter's biscuits (as opposed to buying them ready-made), using a simple mix of wholemeal flour, porridge oats, a little yeast, a splash of oil, and either chicken stock or marmite and hot water. This makes a lovely soft dough - the best bit is rolling it out and using the bone cookie cutter (we have a large one and a small one).
My dog is seriously spoilt, but he's worth it. It's a satisfying thing, baking for my boy. I have also been known to occasionally sample a biscuit or two.... I have to keep an eye on the quality control, after all.
What's in your cookie jar?