While battling Kaguya, the Susanoo was not a good option because of her abilities. In Episode 459 of Naruto Shippuden, Sasuke was actually using his Susanoo during the beginning of the fight. However, Sasuke stopped after he realized that Kaguya's Rinne-Sharingan ability could absorb all forms of Jutsu, including his Susanoo.
Just like Green mentioned, the Susanoo is a massive humanoid projection of its user's Chakra and so the entire Humanoid avatar can be absorbed by someone who posseses the Rinne-Sharingan, and thats actually what happened when Sasuke tried to attack Kaguya with his Susanoo, she simply absorbed the attack along with his entire Susanoo.
In the case of when Sasuke came after Madara (Episode 393), He was trying to catch Madara off guard while Tobirama kept him preoccupied, and so a Susanoo would have been a bad choice in that scanrio because of how big it is and since its a massive avatar of chakra, anyone could easily sense it.