I found most of the combat skills useful. They're good to have for interrupting enemies, pushing enemies back to give you some space, extending combos, and generally filling in what is otherwise downtime during combat.
The post-parry shield attacks are good for clearing some space. Parry-R1 has a good knockback that can send enemies off ledges or into other enemies, and Parry-R2 is good for juggling. If Atreus has the sharpshooter armor he'll do extra damage while the enemies are in the air. Any of the sprint attacks are good for initiating combat and for a quick interrupt or stagger, plus barehanded-sprint-R2 can be used to knock enemies off ledges. The stance-change axe attacks have some range to them which can hit multiple enemies or enemies just out of normal reach, plus they just do good damage and look cool. The stance-change barehanded attacks can build up stun meters pretty quickly, good for combining with light arrows. The moves which recall your axe and attack at the same time are good for keeping combat flowing since you can throw the axe, use your fists, then recall and attack in one fluid move instead of backing out and giving the enemy time to recover. The double-tap L1 guard break also staggers, helpful for taking down shielded enemies a bit faster, but really useful on Valkyries when they close their wings.
The only skills I remember that I never particularly used were the quick attacks when evading forwards or backwards, or the precision throw bonus that made the next throw explode. Sometimes these just happened but I never specifically worked those into any strategy. Executioner's cleave I used a lot towards the start but less towards the end due to the windup. Any stray nightmares, revenants, or other ranged mobs always seem to get a hit in before the iframes activate. I remember using it too kill tatzelwurms, or to do a lot of damage to reavers when they started to heal.