tolkiens legendarium - Why doesn't Gandalf whip it out in the major battles?

The dragon in LOTR is powerful.

Powerful things can exert lots of power

The exertion of lots of power is useful for winning wars one wants to win

Gandalf fights in wars he wants to win

Gandalf is a more powerful thing than the dragon is. (Evidence: He slays it)

So Gandalf can exert lots of power

Gandalf does not exert lots of power in the wars he wants to win.

What gives?

Answer

First of all, I assume you mean the Balrog on Moria, which is not a dragon. My answer reflects that assumption.

Now, to the issue itself: Gandalf slays the Balrog, true, but he is slain himself. It is evident from his behavior (and see also this question) that he does not see himself to be more powerful than the Balrog. It is only by the grace of higher powers that he is given a new body and returned to the world.

Power isn't a simple metric on a linear scale. Gandalf's power lies more in giving hope, teaching wisdom and swaying the hearts of men. He isn't a fighter (despite the sword he carries) and he isn't a D&D-style fireball-hurling wizard. He is a Maia of wisdom, not of war (again, see the link above).

Just because he had power doesn't mean it was applicable to warfare. And even if he did have the power to take the Balrog with him, it doesn't mean that power would help an army in a direct conflict. See how he helped the Rohirrim at Helm's Deep - not by magic, but by coordinating other human armies to come to their help, as well as the Ents. That's Gandalf's power.

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