It seems like no one ever used the power of about any Infinity Stone to fight Thanos, while he used them several times.

There used to be a video game made by Capcom predated the time of MCU. You can select a Marvel character to fight others while collecting Infinity Gems. Your character can use the power of gems shortly during fighting.

Maybe MCU has some different idea like stones are too powerful for most individuals to handle it. But at least 3 characters had chances.

Loki could use the Tesseract to transport Thanos away. Maybe it was too late to use it when Thanos was holding Thor's head. If he could come out earlier, he should be able to stand a chance saving his own ass.

Doctor Strange showed off some fancy magic moves fighting Thanos, but I'm not sure if those are powered by Time Stone. What happened with the time loop trick and the time reverse trick. If he can reverse time in his movie, then it shouldn't be a problem he just pauses time like a video tape. Then the whole plan would be much easier.

Vision. I don't know what to say. He's disabled even before he had a chance facing Thanos. What he did in Infinity War is barely being stabbed in the back. It's almost forgettable he once possessed the power of a Infinity Stone.

As for the rest of the stones. One was taken from a buch of extras off screen, one was taken from a cameo role, one was still unknown. So nothing Avengers' could do.

For the first 3 stones, even if it's meant to be Thanos' trophies, at least you guys could use it to put a fight. Infinity War is actually a movie about how Thanos' quest getting all the stones so he is the protagonist.