OreOMG! These creme-filled cookies are delicious. They're to be loved. But...let's be serious here...are you really showing the proper Oreo etiquette at all times? OreOh, Dear. Please, allow me to educate you on the proper way in which to conduct yourself when you find yourself up close and personal with an Oreo Encounter.
If you'd like to express delight:
To show your appreciation for something tasty you just ate: 
To indicate that you're deeply pleased after eating a fat stack of Double Stuf Oreos: 
In response to someone saying "Oh noes! I dropped my Oreo in my milk!":
To express your utter delight about eating an Oreo on the Eiffel Tower: 
For if someone says "excuse me, I believe you're eating my Oreo, may I have it back, please?":
...and of course, to express disbelief, happy surprise, or just sheer amazement, it's always appropriate to exclaim thusly:
Of course, this is just a small sampling of the proper etiquette when it comes to Oreos; hopefully you've gotten the idea and will be able to apply this newfound knowledge to any number of social sandwich cookie situations. For more Oreo fun, visit their website.