Jacob In Twilight: New Moon
Clearly, you need to use CGI when you want to depict something that does not exist in real life.

Jacob in Twilight: New Moon
However, it says a lot about the talent of the SFX team when the members of the audience start to wonder where they found such a big wolf to play Jacob’s werewolf form!
Thanos In Avengers: Infinity War
The hardest part of being in a motion capture SFX team is balancing the animation and the expressions made by the actor.

Thanos In Avengers: Infinity War
We are sure the team was glad that Josh Brolin can make such distinct expressions! That probably made things somewhat easier.