I actually tried making ice cream cones a few days ago (I thought it might be fun to go with some home made sorbet).
I was recently given The Perfect Scoop by David Lebovitz and so I used the recipe in his book. The cone recipe he gave was similar to a tuile (I guess ice cream cones really are just a conical tuile) using egg whites, sugar, plain flour and melted butter.
He recommended using a conical mold (something like a cream horn mold) but I didn't have one so I made a mold out of a paper plate with about a 1/4 cut out then 'twisted it' to form a cone and taped it to secure, I then covered it in foil and greased it.
As for the cones, they weren't really a success as I couldn't shape them very well since they were so hot - I put 2 layers of gloves on and it still felt like I was scalding my hands handling them.
The best one looked like this:
You probably won't be able to make a cone out of ginger bread since it won't be able to go from flexible to brittle in a short amount of time (ginger bread -or at least the German lebkuchen- is more cake like than biscuit/cookie). However, you could add ginger bread type spices such as ginger, cinnamon, clove and maybe substitute white sugar for brown to add a toffee note to the batter.