You always want to "cream" the fat (butter/margarine/shortening) and the sugar(s) first. This works to not only mix the fat and sugar completely, but to add air to the mix as well. You will know it's getting ready as it will be light in color, and kind of fluffy.
Then, you add the eggs, one at a time. This gives the mixer time to fully incorporate the eggs into the mix.
After that usually follows any liquid flavoring, like vanilla, orange extract, etc.
Your dry ingredients, i.e. flour, leavening, chocolate powder, etc., are sifted together, then added to the mix, slowly, in parts.
Finally, you stir in candies or nuts. Depending on the dough, you may want to chill it before making your cookies (I usually do).
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