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On the surface Stinking Cloud seems great:

You create a 20-foot-radius sphere [...] Each creature that is completely within the cloud at the start of its turn must make a Constitution saving throw against poison. On a failed save, the creature spends its action that turn retching and reeling.

Wow, they can do nothing, if they fail the save!
Except from walking out of the area, and shooting at you, casting a spell, or just hitting one of your allies with a stick. The best you can hope for is they fail their save, and spend their action "retching and reeling" for that turn, but then they just leave the area. Spending an action and a 3rd level spell slot just so maybe make some monsters spend their action seems like a very bad deal. You can't even put it on the big boss once your teammates surrounded it.

  • If you put it on top of its head, it just has to walk 20', most monsters can do it easily
  • If you want to use it seal an entrance, it only slows the enemies down, but you can not use this slowness to shoot at them, as the area is heavily obscured
  • It would work great with Entangle or Web, they need an action to get out of, and the enemy is denied exactly that, but these spells require concentration too
  • If you have a 10th level Monk in your party with Purity of Body and Blindsight, he would really be effective in the middle of the cloud, but those are rare.

So how can Stinking Cloud be used effectively?

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  • \$\begingroup\$ @Selekate Corrections to the question's assumptions should still be part of answers (where they can be vetted by voters and comments, etc.). Since you've got an answer that already provides this material, I've removed the comment. Cheers! \$\endgroup\$ – SevenSidedDie Oct 17 '16 at 0:27
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Forced Movement

The saving throw is triggered at the beginning of a creatures turn. So if you have a way to move creatures into the cloud, they will not have a chance to move out of it before a saving throw is triggered (unless another force moves them out before their turn rolls around). Using this technique you can lock down enemies for longer than usual. Some ways to forcefully move enemies are:

  • The spell Thunderwave is particularly useful in this role as it can affect multiple creatures at once.
  • Bigby's Hand is versatile, but to use with stinking cloud will require another caster due to concentration centration as well a second caster will be necessary
  • Pushing Attack Battle Master maneuver
  • One Hand Technique feature of Open Hand Monks has a push mode
  • Thunderous Smite Paladin spell
  • Repelling Blast Warlock invocation
  • Spells that allow you to dictate what a creature does such as Command, or Dominate Person/Monster
  • Shoving a creature by substituting an attack
  • Grappling a creature and moving it around (at half speed)

As Fog Cloud+

As you mentioned the spell's area is considered heavily obscured. This means that the spell can be used tactically in much the same way as you would use Fog Cloud.

  • If placed on top of a group of enemies with ranged attacks they will be forced to relocate and you can sometimes place it cleverly enough that the area they move to puts them at a disadvantage. It also has the benefit that the enemies will not be able to fire after the relocation if they fail their save.
  • If placed in a choke point between you and a group of enemies that must move to engage you it can slow their approach and give you time to prepare. It also has the benefit of having a chance of consuming an action giving you even more time.
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Stinking Cloud is effective by itself

Stinking Cloud can be used effectively even if it only affects something for 1 round.

I'm contesting the idea that Stinking Cloud is "a bad deal". It's all about who you use it on. Many other answers cover where you use it and how you follow it up, but I'm here to explain it in terms of action economy and using Stinking Cloud by itself.

Stinking Cloud costs 1 action. You want that action to yield 1 or more actions denied. Each of those actions could be worth anything, depending on what the targets are capable of doing with that action. Although I think it's generally foolish to break DnD5e down into just a numbers game, you can sometimes use that method to break down how powerful a spell is compared to others. Your alternatives for your action might be "damage", but you can think of Stinking Cloud as denying damage done to your party. So, do you cast a fireball on 6 guys for 8d6 * 6, or do you cast Stinking Cloud, denying up to 6 attacks against your party (which could easily be more damage than the fireball would do)? Stinking Cloud could prevent nothing, or Fireball could deal half its damage. Your targets might even take no damage from fireball if they're trained; spells aren't guarantees, so the result isn't always telling about whether it was worth it over another spell.

From a straight combat perspective, Stinking Cloud isn't a good move against one lowly villager. You might end up using one of your potentially more powerful actions to remove one of his. That's not effective.

On the other hand, if you're fighting a "boss" type target, taking away an action can be huge, since the target is so powerful. You can treat that as giving your entire party a surprise round, wherein the boss can only move and take a bonus action. A party can do a lot of damage in one round, and a boss can as well.

Or, you could take away the actions of several targets at once. 5 or 6 actions would definitely be worth more than one of yours, assuming you're not targeting rats. Preventing a bunch of creatures from attacking or casting spells for one round can give your party enough time to kill 1 or 2 (or more) of them.

Finally, no spell is the end-all-be-all. Spells excel in certain scenarios, and thankfully Stinking Cloud can excel in more areas than you think

So, to answer your question of "How to use Stinking Cloud effectively", I offer this: Be sure the targets are worth it, and it'll be effective.

Anything specific beyond that is covered fairly well by other answers.

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    \$\begingroup\$ +1 for pointing out its basic utility, before any strategic innovation. \$\endgroup\$ – keithcurtis Oct 14 '16 at 13:20
  • \$\begingroup\$ Worthy targets usually make their saves, between Legendary Resistance, Magic Resistance and a high CR creatures' high saves. \$\endgroup\$ – András May 25 '18 at 17:34
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For an obscuring, area-denial and non-lethal spell its uses are quit abundant, but some of them (as with some spells) are situational.

Let start for some RP ideas:

  • Nose torture: Fill a room of this gas and this beauty can lead to some amusing scenarios. Remember, outside of its spell effects it is a stinking cloud.
    • Interrupt a social party that you don't want to be part of.
    • Have you been asked with the task of protecting a high class obnoxious prince (or princess)? A little bit of this gas and you have an extremely good defense that the prince might enjoy.
    • Do you have a prisoner with a very sensitive nose? An RP form of torture to get some information. Tie him and go fishing.
    • Want to smoke a room that you had access the previous night (a peace conference salon maybe)? A musical box and a Glyph of Warding for some cliche gotcha moments.
    • What is better than one stinking Glyph of warding? One with an illusion of a farting troll!!!
    • Etc. This spell can be used for RP as pranks, torture and even to set a mission impossible scenario, specially if used with the "smell" portion rather than the actual battle effect.
  • RP area denial: Smell aside, the vision obstructing is very potent on missions that require not only a visually obscuring object but also a deterrent for non guards or NPC that would not want to risk the nose for knowing what is going on inside. You may say that darkness works well, but between not seeing and not seeing and failing the DC there are some advantages.
  • Realism to some illusions: Put the room with some troglodytes illusion (sounds and shadows might work better than an image of some troglodytes) and a stinking cloud. You may fool some fools, and even if they try to go inside, they have to deal with the cloud.

For battle oriented usages there are many, some are more defensive oriented that offensive, though.

  • Defensively speaking, it is a good tool for denying an area where there are some delicate objectives like some NPC. It has the advantage that it also works as a way to prevent some range damage thanks to its obscuring properties.
  • Or to incapacitate and protect a group of weak NPC that likes to get killed by thinking that they are warriors.
  • There are going to be some brave enemies that think that they can go inside an stinking cloud and get whatever this spell is protecting, even if this is an explosive glyph of warding instead of a juicy treasure.
  • As an area denial effect you can control the battlefield.
    • To reduce the filed of action of an enemy. A Darkness spell can be used strategically as part of the field by an enemy as well, but a Stinking Cloud is not easily used by the enemy.
    • Difficult terrain + stinking cloud = (possible) less enemies. This is crucial if you are being followed or you have the position advantage and you want to reduce the enemies that can reach you (its radius is 20 feet more than a dashing NPC with a speed 30 feet can pass through in difficult terrain).
    • To make a bottle-neck even more dangerous and filter more enemies.
    • Even to force an ally (NPC or not) to get out of an area or to prevent an ally to get in the area that you know you have to deny.
  • Trading an action to force a movement or an action to high damaging target (e.g. Dragons) has more value than you may think. This depends on the situation, since most of the time just killing it with a spell might be better, but some cases require a stalemate or a battle of attrition and this spell might a good long term plan.

There are more uses, but basically it is reduced that is an area denial spell, an as such, it depends on the area and purpose that you want to achieve. It is non lethal, so you can cast it "safely" to some targets and, aside form the spell effects, it has some RP uses, too.

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Stinking Cloud can be effectively used to cause a bottleneck effect against large groups of foes, so if you fill an enclosed space, and have your melee characters stay right next to the door, you can take opponents fleeing from the room out one by one, with many of the enemies having their action eliminated, so you have little fear of reprisal. After doing this for the spells duration, you go into the room and mop up any stragglers with relative ease. Another method is using it to push foes in directions that give your group an advantage. Cleverly placed, you could drive the opponents archers to your fighters, or place it right next to the opposing wizard to make sure that your enemies get no fire support.

While it's true that it's limited radius makes in inefficient for fighting a single enemy or keeping an enemy in place long enough for it to take effect, it's uses to redirect foes and weaken them in the process can be invaluable in indoor or outdoor combat encounters.

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One good use of stinking cloud is to protect some or all of the party from its effects and then engage the enemies inside the cloud. The best way to do that in D&D5e I found is protection from poison and being an air genasi, but right now I just have to SRD to look at because I'm not at home. So I assume there are other spells and/or magic items that help with it.

As being immune to poison and not needing to breathe makes you immune to the main effect it shouldn't be impossible.

In other Versions of D&D I've often used stinking cloud to good effect. Recently, for example, we had a game of Pathfinder where two PCs were both immune to poison AND could ignore the fog cloud part. In one fight a single casting of stinking cloud won the combat because most of the enemies were retching and the rest had a hard time finding us while the fighter with the pole-arm hit everyone who came near us.

All in all stinking could is a situational spell but one that can be strong under the right conditions.

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Spellcasting Allies

It would work great with Entangle or Web, they need an action to get out of, and the enemy is denied exactly that, but these spells require concentration too.

You answered your own question; Stinking Cloud is a great spell to use against creatures which have no movement. Yes, you're right that web and entangle would pair well with the spell, and also that those spells are also concentration. This means that you'd generally want to restrain the creature(s) in other ways, such as having an ally cast a spell. If you don't have spellcasting allies though, don't despair. There are other ways of restraining creatures.

Grappling

Grappling (PHB 195) is an action that any creature can take, which is part of the "Attack" action; if you make multiple attacks, a grapple attempt can replace as many of them as you like, up to your total number of attacks. It's an opposed athletics vs acrobatics or athletics check, so with two attacks, you'll have a pretty good chance of grappling someone. Grapple reduces a creature's speed to zero. It's also an action to attempt to escape. While most spellcasters won't be very effectual at grappling, with certain exceptions, many of your strength based allies will be great at this, so feel free to wait until someone's grappled and then set a stinking cloud just out of range of your ally while covering the grappled creatures.

This is very useful against enemy spellcasters especially, as well as being good against other creatures. Since the cloud obscures vision, it prohibits spellcasters from using many of the bonus action spells they would otherwise be able to make that require sight. This includes the only bonus action teleporation spell, Misty Step.

Traps

In a situation where you expect combat, it's possible to set traps against enemies so as to limit their movement. Consider setting caltrops, ball bearings, and hunting traps. If they can be obscured, then you'll be well able to set up a decisive ambush. In other situations, the Stinking Cloud itself might obscure traps that creatures, in seeking to escape, may bumble into.

As mentioned below, it is possible to attack a creature within a heavily obscured area, and usually without disadvantage; even though the attacker is hindered by the lack of sight, so is the defender.

Advantage and Disadvantage

It should be noted that against creatures inside the Stinking Cloud, attacks have both advantage and disadvantage; heavily obscured areas result in the blinded condition, which would affect both the attacker and defender for the purposes of attacking a creature in the cloud. This would even out. A creature attacking from within the cloud at someone outside of it would suffer disadvantage however, so you're never at a tactical disadvantage.

Summary

While Stinking Cloud comes with limitations, those limitations can be effectively circumvented by party cooperation or preparation. It's only as useful a spell as you make it, so if you want an advantage, don't just rely on spellpower, but engage in cunning actions.

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As many mentioned in other answers, you have to prevent the creature from walking out of the cloud.

Grappling

If you bind a person to a spot, they're unlikely to be able to move. In 5e, Grasping Vine would be really useful if you have a ranger or druid in your party would keep them from walking.

Blocking them in

If you have access to higher magic, Wall of Stone would effectively block them in; however, for a 3rd level spell, you may prefer a more accessible option, like...

Difficult terrain

If the ground is difficult to move through (especially if they can't see through the cloud), they'll have a hard time getting out before you can implement other methods. Shatter and Gust of Wind are low-level spells that would prevent them from moving out. Even easier: just use caltrops or ball bearings to make it difficult. I'm not sure a fighter who just spent several seconds vomiting could find good footing in an area covered in retch and ball bearings, which they can barely see through the stinking cloud around them.

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