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.
Yes, you can substitute brandy instead of sherry in a cookie recipe.
sherry
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.
You can substitute dry sherry or mirin for Shaoxing wine in your recipe.
Yes, but make sure it is dry.
Red wine vinegar, if you have it.
Yes, you can use butter instead of margarine in this recipe.
Yes, you can use ghee instead of butter in this recipe.
Yes, you can use agave instead of honey in this recipe as a substitute.
Yes, you can use half and half instead of milk in this recipe.
Sometimes.
Dry vermouth, but use a little less.