Combine the flour, soda, baking powder, and salt. Cream the sugar into the shortening. Add the four mixtures. Then add the sour cream, eggs, and vanilla.
You can either drop tablespoons of dough onto an ungreased cookie sheet or roll the dough out to cut shapes using cookie cutters. The cookies will puff up a bit, so don't roll the dough too thick.
Either way, bake the trays of cookies at 350 degrees for 10 to 12 minutes or until the edges start to brown. Allow the cookies to cool completely before frosting them.
Mix the three frosting ingredients together and add a few drops of milk if it seems too thick. You can then divide the frosting into separate bowls and add food coloring if you wish. (I prefer to use paste food coloring from Wilton because it gives you a more vibrant color for your frosting. affiliate link) If you are decorating a cookie with multiple colors or adding details, be sure to let the first color of frosting dry before adding any more. Add sprinkles or whatever embellishments that you desire to make your cookies perfect for your family.