A friend of mine has done a lot of fundraising for HERA which is a women's gyn cancer charity. She has had some really great fundraisers in the past, including: charity auctions held online (she auctioned off a famous climber who she met through the charity), bar events where she got a friend who had a band to play a benefit and the bar agreed to donate a percent of the cover charge to her and they had raffles and such.

I think the cookie sale is a good idea too, since people generally like to feel like they're supporting something like that (and they get to eat sweets!). You could also try a flower sale or something like that, since spring is coming up!