Yes, you can substitute brandy instead of sherry in a cookie recipe.
No, because sherry is red and it tastes different, so unless you want your food to change color and taste, don't substitute sherry for white wine.
sherry
Yes, but make sure it is dry.
No. Sherry wine is a drinkable sherry, that can be used in cooking, while sherry vinegar is used only for cooking.
brandy and sherry
Sherry, Brandy, Claret, Monica, Margaux, Burgundy,
Sherry is a wine that is fortified with brandy. Medium dry sherry is a cooking wine that is used in a variety of recipes.
Rum, brandy, or sherry.
Sherry, Port, Marsala or Brandy
Any other liqueur (e.g. vermouth, white wine, even a wine cooler) or juice (e.g. lemonade), ginger ale, or even water could be used instead (if you're dealing with a recipe). You could also omit the sherry--it all depends on what you think the result will taste best like.
Spanish brandy is a liquor distilled from wines made in varios regions of Spain. The most popular wine used to make Spanish brandy is Valdepenas. Valdepenas is located in the region of La Mancha. The wines from this region are usually made from the white grape Arien or the red grape varietal Cencible (aka Tempranillo). Suprisingly there is quite a bit of brandy shipped from Jerez, the capital of sherry than sherry itself. Interestingly very little Spanish brandy is made from sherry wine. Spanish brandy tends to be sweeter and earthier than the brandies of Armagnac or Cognac.
Your best bet is to go to the wine and/or liquor store and get real sherry (wine fortified with brandy). Avoid the grocery store stuff labelled "cooking sherry".