"When I started oil painting, I would religiously varnish my oils. But either I was using the wrong technique or the wrong varnish, it was not effective.There are two categories of varnish for oil paint. Retouch varnish for when a painting isn't yet fully dry (i.e. immediately), and final varnish for when it is (i.e. six months later). I'm not sure what you were expecting in terms of varnish being "effective", but what you ought to get is an even finish -- glossy, satin, or matte depending on the properties of the varnish you're using. It may take more than one coat to axhieve.
"I saw some artists drying their oils in direct sunlight and others varnishing their paintings with spray varnish directly as soon as they finished. It was so confusing, I no longer varnish my paintings. Sometimes, I clean my oils and rework them." -- M.A.
If there's a chance you might rework a painting, I wouldn't bother varnishing it. I use the word "bother" because while I believe varnishing is important to protect paintings, doing it is on my list of tedious art tasks!