I wouldn’t call that “playing it wrong”. Frigates can be very handy in the right situations but it is possible to beat most challenges without ever fielding them. I can’t imagine a “cruiser only” strategy going much further than the single-player missions but after that the choice of mixing in mostly fighters or mostly frigates appears to be largely a matter of taste.
Try bringing frigates with EMP missiles or disruptor bombs, since that adds capabilities you’re largely missing with frigate free fleets.
 Just noticed that you aren’t putting engines on cruisers at all. While it is possible to beat almost all challenges with stationary fleets, I think it is a lot more fun to have a fleet that can move. The main advice I would give is don’t be afraid to try cruisers with 4 or 5 engines. A lot of people seem to give up after putting one engine on and finding they don’t win more. You want to move fast enough to prevent low tracking speed weapons from hitting you and also so that your frigates don’t race ahead and die before your cruisers could possibly get there. [/edit]