It depends on how long you want to keep the dough. If you were making the dough today, it would be best to freeze it. If you are making the dough anout 1 or 2 days before you want to bake the cookies then it will be fine in the fridge. Either way just wrap it tightly in plastic wrap.
Vegas, IMO, how you do it depends on 1. the type of cookies you're making and 2. how many days you mean by a few. If you're going to bake them within 2 days, I'd refrigerate as long as the dough's wrapped well with Saran, but any more than that I'd be hesitant to. You could do a couple different things instead.
If you're making sliced cookies, roll the dough into a log, wrap well in Saran and freeze. Thaw the dough overnight in the fridge before slicing and baking. For cookies like chocolate chip, where you just plop the scoop of dough on the pan, you can freeze a pan of scooped dough, and once the dough is frozen, just toss it into a freezer bag. Then you can place the frozen scoops on the cookie pan when you're ready to bake. You'll probably have to bake a couple of minutes longer since you're starting from frozen dough.
Or, depending on what you're making, you can make and bake the dough and then freeze the cookies. That's what I do and haven't seen any decrease in quality from doing it this way. I wouldn't do this for filled cookies (ones with jam or a cream cheese type filling) or if you're using a buttercream on cut-outs (royal icing freezes great). Just make sure that the cookies are cool and dry before you pack them up. When you go to thaw them, keep them in the sealed container until they come to room temp. That way you won't have any moisture problems.