There's an old Calvin and Hobbes cartoon that I think of every year around this time. Calvin is in the kitchen, going on and on about what sort of milk and cookies he's going to leave for Santa, and there's a dialogue bubble coming in from the other room, where Calvin's dad remarks, "I think Santa might prefer a cold beer." (At least that's how I remember it from fourth grade. I looked for it online, but wasn't able to locate it. Can anyone help?)
And now that I'm an adult, I say choose whichever you want...or, in my case, both. Cause nobody says cookies only go with milk, or beer with salty snacks.
Michael Agnew from A Perfect Pint has done the (presumably very enjoyable) research, and offers his picks for the best beers to pair with sugar, ginger, chocolate, and fruity cookies. See his suggestions for both styles of beer and particular brews to check out at:
The Best Beers to Drink with Christmas Cookies [Serious Eats]