Learn English – How to say thank you for someone tried but could not help me

In common conversation in the US Midwest I rarely hear "Not at all" or "Don't mention it." "No problem" is very common, and "You're welcome" is also pretty well-used.

My personal usage:

I use "Not at all," "Don't mention it," and "No problem" when the activity I'm being thanked for was really no big deal. I use "My pleasure" when emphasizing that I'm happy to be of assistance (often in a customer service context), and "You're welcome" when the action prompting the thanks was a little bit of a bother. In essence I use different phrases to indicate how "thanks-worthy" the activity was.

That's probably not common usage, though.

EDIT

I think I misrepresented what I originally meant, so here's a little clarification.

If someone thanks me for something I always do (for instance I always cook dinner in our house) then I would say "No problem" or "My pleasure" depending on context. If I did a chore that was someone else's responsibility, I would say "You're welcome" even if I was happy to have done it, because it took an extra effort on my part, not because it was a "bother."

I used to work alongside such a person. He was okay, and acted friendly enough but there was something about him which made me internally cringe whenever we exchanged words. Perhaps it was his excessive enthusiasm that I found most irritating, in any case I always had an excuse not to join him for a coffee.

There are some people you do not want to be alone with, and not necessarily because you fear for your personal safety but because they are unnerving, and you feel uneasy in their company.

Her unnerving habit of touching people she was speaking to

uneasy: awkward or unsure in manner; uneasy with strangers.