In a bowl, cream the butter and sugar. Beat in the eggs and vanilla.

In a second bowl, combine and mix well the flour, baking powder, and salt. Stir flour into butter mixture 1 cup at a time. Chill dough for 3 to 4 hours.

Roll out dough and cut into shapes with cookie cutters or a knife. Brush with milk and sprinkle with colored sugar. Bake on a sheet pan or a parchment lined sheet pan in a preheated 350 degree F oven for 10 to 15 minutes depending on the size of the cookie. Remove cookies to a rack to cool completely.