This is a long skill to develop, simply based on the number of items you have to cook, but it's all worth it in the end.
To begin with, levels 1-15 you should start off with cooking raw beef, shrimp or chicken until you are level 15. Chicken would atcually be the fastest to train with because chickens have low health and it usually only takes 1 hit to kill them. However, if you want to work on your attack, defense and strength skills at the same time, as cooking go for the cows. The pain in the neck part about killing and cooking cows is that there are a lot of other people killing them, and you might have a difficult time getting enough cows to kill. If you want to train fishing as well as cooking use shrimps, it would be best to try find an empty world for this.
To advance from levels 15 to 30 you should cook trout. This might be a good reason to advance fishing in the last section, but if you followed the fishing guide posted here as well, you'll have no trouble catching trout.
To move through the levels 30 to 68 it is best to cook salmon. Another reason for having your fishing skill high. It'll take around 6,000 salmos to advance to level 68.
Get the cooking gauntlets from the "Family Crest" quest, to help with levels 68 - 72, then cook another 3,000 salmons.
From level 72, to get to level 90, cook lobsters.
Getting down to the end, if you are working on levels 90-94, you will have to cook monk fish.
And finally, to advance from levels 94-99 you will have to cook sharks. Lots of sharks. roughly 24,000 sharks. (I told you it was a lot of sharks!)
Congratulations. You have slogged your way through one of the longest skills in the game. Now have a lobster feast to celebrate.