The part that saw the most heavy fighting, just north of Beijing - where the tourists visit when they want to see "The Great Wall" - was quite effective during Late Ming, when the Manchu has pushed the border all the way there. Other than that, there is not a single instance I can recall in any of the 24 Histories mentioning the role of the Great Wall in a war post-Warring States period. They served more as demarcation than an actual defensive feature.

First of all it should be mentioned that the Great Wall of China is not a single wall but a collection of walls built, broken, and repaired at different times depending on the current need and ability of the Imperial government to defend the northern border, and considering the effectiveness of the wall would necessitate a specific choice of time period in Chinese history, so if you could please reduce your question to a specific era or dynasty then it would be much more answerable by the actual experts of which I am not one.