The point is they aren't invincible - creative plans can always defeat them. The trick is finding the "stupid plan" to do the job - in Stargate, it has always been less advanced approaches that have stopped them. The Asgard were too evolved to "think down" to the level of plans that didn't involve advanced technology, and so got their asses kicked until they asked the humans for help:
Jackson: Wait, you're saying what you need is advice from someone dumber than you are?!
O'Neill: You may have come to the right place...
"That might have been the biggest mistake of my life..."
"It is unlikely. I predict there is scope for even greater mistakes in the future given your obvious talent for them."
Vila and Orac, Blake's Seven