Beat Cream Cheese, Butter, Granulated Sugar and Vanilla in a large bowl with a electric mixer on medium speed until well blended.
Add Flour and Baking Soda; mix well.
Refrigerate 3 hours or until chilled. (It makes them easier to roll out, but honestly sometimes I just roll them out :))
Roll dough to desired thickness (I do 1/8 in or more!) on a lightly floured surface. Cut into your choice of shape(s) using cookie cutter(s). Place on a greased baking sheets.
Bake 10-12 minutes or until edges begin to brown.
Transfer cookies to wire rack and let cool.
When cookies have cooled, frost them with your favorite frosting!