In a medium bowl, sift together flour, baking soda, and salt. Set aside.
In a large mixing bowl, cream together shortning, butter, and sugar.
Add eggs, one one at a time, beating well after each addition.
Add vanilla, beat until light and fluffy.
Aleternately, add flour mixture and milk in halves, folding after each addition until just blended.
Divide dough into thirds, wrap each third in plastic wrap and refrigerate for at least 2 hours.
Preheat oven to 325°F
Preferred method to baking - use parchment paper! Measure and cut pieces to fit on your cookie sheets. No need to grease cookie sheets. If not using parchment, lightly grease cookie sheets.
Remove one package of dough. Place on a precut, lightly floured parchment paper, or a well floured surface, and roll out using a floured rolling pin to 1/8th inch thickness.
Cut cookies with shaped cutters, dipping cutter into flour between each cut. Clean excess dough off as needed. Cut cookies with at least 1 inch space between.
After cutting all the dough, pull away excess dough. Gather into a ball, rewrap with plastic wrap and refrigerate.
Carefully slide parchment onto cookie sheet.
Bake for 8 to 10 minutes, or until just set in middle. Time will depend greatlyon the size and shape of your cutters. Edges of cookies should not change color. Bottoms should be a VERY pale golden color.
Let cookies cool on baking sheet for a few minutes. Carefully slide parchment off of cookie sheet and onto wire rack or clean counter to cool completely. Use thin spatula, and line counter with paper, if not using parchment.
Repeat process with remaining packages of dough. Then combine all the excess dough from the original 3 packages and continue making cookies until all dough is used.
Decorate when cooled, and store in an airtight container.