In a medium/large mixing bowl, cream together butter, 1 cup sugar, egg and vanilla until light and fluffy. You can use a hand mixer if you want to for this.
In another bowl and mix together the flour and baking soda.
Pour the flour mixture into the wet ingredients and mix well.
Next add the milk and stir well.
Once the dough is mixed well put the bowl in the fridge for 20 minutes.
When you remove the dough from the fridge, preheat the oven to 375.
When dough is cooled, roll into balls about 1 inch in diameter.
Once all the dough is rolled into balls, add 1/4 cup sugar and 2 teaspoons cinnamon in a small bowl and mix.
Roll each ball of cookie dough in the cinnamon and sugar mixture and place on a cookie sheet.
Bake for 10-12 minutes. Remove from the oven and then remove the cookies from the baking sheet and place the cookies on a baking rack.