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Glorfindel killed a Balrog on his own, he could've been a huge asset to the Fellowship... yet he wasn't taken along with them.

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    I've heard the theory that these are two different Glorfindel's, but worst case scenario this new Glorfindel was still extremely powerful, he was still an Elven lord. Tolkein cleared up this issue anyhow when he wrote in The Peoples of Middle-Earth that this was in fact the same Glorfindel who was sent in the Second Age.
    – Mahmud Mourad
    Commented Aug 3, 2013 at 8:47

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Glorfindel was too powerful. He had lived in Valinor in the time of the Two Trees, had killed a Balrog (and been killed by it) and then was resurrected and returned to Middle-earth.

As such, he existed (was visible) in both the unseen and seen worlds.

A being of his power would stick out like a sore thumb to Sauron and the Nazgûl. The Fellowship was all about stealth and surprise. Glorfindel would be a net negative for this.

"Even if you chose for us an elf-lord, such as Glorfindel, he could not storm the Dark Tower, nor open the road to the Fire by the power that is in him."
The Lord of the Rings: The Fellowship of the Ring, book 2, chapter 3: "The Ring Goes South"

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    No - Gandalf was under very specific restrictions and was cautious about not revealing himself (remember his reaction when he lit the firewood on Caradhras).
    – user8719
    Commented Aug 3, 2013 at 12:36
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    I always felt that four hobbits in the Fellowship unbalanced them greatly and Elrond's initial thought to just include Frodo and Sam was correct.
    – TheMathemagician
    Commented Aug 12, 2013 at 16:22
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    That's true, TheMathemagician, but Elrond, like Sauron, didn't factor in the epic awesomeness of Hobbits, which only Gandalf seems to have appreciated.
    – WOPR
    Commented Jan 26, 2014 at 22:54
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    @Joel With the entwives still MIA, I think the ents have some time to get aroused.
    – John Meacham
    Commented May 5, 2015 at 0:20
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    In light of this, I'm wondering why they didn't create a decoy Fellowship, and have that group led by Glorfindel? If her being with a group pretty much assures the enemy will go after that group, why not give them something to go after?
    – Matthew Najmon
    Commented May 6, 2015 at 15:29
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The Fellowship is not a fighting force

Elrond understood that even the most powerful of them could not accomplish the task through power alone. He tells the Council of Elrond

‘The road must be trod, but it will be very hard. And neither strength nor wisdom will carry us far upon it. This quest may be attempted by the weak with as much hope as the strong. Yet such is oft the course of deeds that move the wheels of the world: small hands do them because they must, while the eyes of the great are elsewhere.’

The Lord of the Rings Book Two, Chapter 2: The Council of Elrond
Page 269 (Single volume 50th Anniversary Edition)

When Frodo offers to take the Ring, Elrond recognises that task is meant for him.

‘I will take the Ring,’ he said, ‘though I do not know the way.’

Elrond raised his eyes and looked at him, and Frodo felt his heart pierced by the sudden keenness of the glance. ‘If I understand aright all that I have heard,’ he said, ‘I think that this task is appointed for you, Frodo; and that if you do not find a way, no one will. This is the hour of the Shire-folk, when they arise from their quiet fields to shake the towers and counsels of the Great. Who of all the Wise could have foreseen it? Or, if they are wise, why should they expect to know it, until the hour has struck?

The Lord of the Rings Book Two, Chapter 2: The Council of Elrond
Page 270 (Single volume 50th Anniversary Edition)

When Elrond begins to name the members of the Fellowship

‘And I will choose you companions to go with you, as far as they will or fortune allows. The number must be few, since your hope is in speed and secrecy. Had I a host of Elves in armour of the Elder Days, it would avail little, save to arouse the power of Mordor.

‘The Company of the Ring shall be Nine; and the Nine Walkers shall be set against the Nine Riders that are evil. With you and your faithful servant, Gandalf will go; for this shall be his great task, and maybe the end of his labours.

‘For the rest, they shall represent the other Free Peoples of the World: Elves, Dwarves, and Men. Legolas shall be for the Elves; and Gimli son of Glóin for the Dwarves. They are willing to go at least to the passes of the Mountains, and maybe beyond. For men you shall have Aragorn son of Arathorn, for the Ring of Isildur concerns him closely.’

The Lord of the Rings Book Two, Chapter 3: The Ring Goes South
Page 275-6 (Single volume 50th Anniversary Edition)

After Boromir is added to the company, there are two places left. Pippen wants those places to go to himself and Merry, but Elrond is not convinced. However, Gandalf supports Pippin

I think, Elrond, that in this matter it would be well to trust rather to their friendship than to great wisdom. Even if you chose for us an Elf-lord, such as Glorfindel, he could not storm the Dark Tower, nor open the road to the Fire by the power that is in him.’

The Lord of the Rings Book Two, Chapter 3: The Ring Goes South
Page 276 (Single volume 50th Anniversary Edition)

Throughout this debate (which lasts for weeks), Elrond and Gandalf are both clear that the members of the Fellowship are not being chosen primarily for their strength or power. They are chosen to represent the different peoples who oppose Sauron.

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