I have a hand crank cookie press and I use a classic Spritz cookie recipe. You can change them up by sprinkling with sugar, adding cocoa, food coloring, or whatever flavoring you like.
The trick with a press is the consistency of the dough. Start pressing as soon as you're done mixing the dough, and if the kitchen is too warm I'll sometimes refrigerate the dough between batches.
Classic Spritz Cookies recipe from Betty Crocker