Prepare the glass: If you desire a sugar rim, moisten the rim of a chilled glass with a lemon wedge. Dip the rim into a plate of granulated sugar and set the glass aside.
Combine ingredients: Fill a cocktail shaker with ice. Add the cognac, Cointreau, and fresh lemon juice.
Shake: Shake the mixture vigorously, until the outside of the shaker is well-chilled and frosty.
Strain and garnish: Strain the cocktail into your prepared glass. Garnish with a fresh orange or lemon twist.