what is the best program to make mailing labels

You can also stay all Apple if do not want to put your data on a third-party website.

Import your data into the Contacts app and print labels from there.

More information here:

Import contacts into Contacts on Mac - Apple Support

Print mailing labels, envelopes, and contact lists in Contacts on Mac - Apple Support

SG

Avery design and Print has been highly recommended in these discussions.

It's an on line app that's free to use. Takes information sent from Apple's Contents app, or from MS Excel formatted tables (which you can make by exporting/saving a Numbers file as an Excel file).

Can be found on the Avery.com site.

Regards,

Barry