Preheat the oven to 350 degrees F.
Line baking sheets with parchment paper or silicon baking mats.
In a medium bowl, mix the flour, baking soda, baking powder, and salt.
In a large bowl, cream the butter and sugars together with a wooden spoon.
Add the eggs, one at a time, and mix until combined.
Add the vanilla, and mix until combined.
Slowly add the dry ingredients. Mix until just combined.
Add the oats, and mix.
Add the chocolate chips, white chocolate, M&M's, and pretzel pieces. Mix until combined.
Drop heaping tablespoons of the batter on the prepared baking sheets.
Bake for about 12 minutes. If you would like the cookie to be chewy, do not let it brown.