The rule of thumb is to buy the largest sheet that will fit into your oven while still allowing two inches of air space all around. Finally, think heavy. A sticky issue involves nonstick coatings. I like having a few nonstick baking sheets in my cupboard. They're great for tuiles and anything with lots of sugar and butter that might caramelize during baking and make cleanup a chore.
Parchment paper is a baker's best friend.
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