I think cookies are a nice thought, but I'm wondering who you would deliver them to?
I mean, how large is your police force? Cynical me is thinking that if I delivered cookies to the front desk (behind a glass wall with locking doors) at my local police station it probably wouldn't get much further than that. Plus, it's possible that home made cookies would have to go through x-rays and testing in order to ensure they aren't loaded with drugs or a bomb or some such thing.
I know. That's a very sad way to look at the world.

Then, again, I don't live in Mayberry.
It sounds like you want to thank the entire force. Maybe write a letter to the Chief of Police, including incidents (times/dates) and specific officers, if you have their names, stating what you've posted here. You could also write to the Mayor or even a "Letter to the Editor" of your local newspaper expressing your thoughts.
Here's a thought . . . how about arranging something with the local doughnut (joke

) store or coffee shop for the next 10 police officers that come in for whatever their coffee is paid for by an appreciative citizen. Talk to the managers to see if this would work. You could even supply thank you notes to be given out with the coffee.