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In the Star Wars Expanded Universe, Luke Skywalker is shown to have become a "Jedi Grand Master". However, he was not even what could have been called a Jedi master after the Emperor's defeat in The Return of the Jedi.
He obviously continued to learn the ways of the Force afterwards - so where did he get his training from? From books? Other people?
There are many novels that outline the events that occur after the Battle of Endor. Luke's development as a Jedi features in many of these. In general, he learns by:
Luke is a Jedi Master by 11 ABY (when he proposes the New Jedi Order in Jedi Search).
He spent a brief period of time on the Dark side as the apprentice to the resurrected Emperor Palpatine, who I'm sure provided quite a bit of training as well. Can't remember what book series that was though.
There is the possibility that the force ghosts of Kenobi maintained a link with Skywalker for a time after the events of Return of the Jedi - although, it is shown that by about 10 ABY (in the Expanded Universe), it was increasingly difficult.
Also, it may well be that he has reached the point where advancement is beyond mentoring - in most disciplines, this can only take you so far.
Finally, by taking on the training of other force users, he starts to learn more again, both from having to learn how to teach the ways of the force, and also by the insights of his students. Again, this parallels real-life - I find you learn a lot more trying to teach others than you ever do being taught.
Luke had learned enough during his time on Dagobah to be able to continue his training on his own. He had a solid enough foundation so that while he did go back to Dagobah to complete his training, but leaving against Yoda and Obi-Wan's wishes, he lost the chance to fully complete his training under Yoda.
Luke gained a new maturity after he lost his hand on cloud city. He got TOTALLY serious in his Jedi training and in the six months between Empire and Jedi, his powers had grown significantly as outlined in the Shadow of the Empire book.
About two years after ROTJ, Luke went to a planet called Dathomir (The Courtship of Princess Leia) to help rescue Han and Leia. This was one of the best single books out there. On that planet Luke encountered a huge crashed ship about the size of the Victory class star destroyer. In it he saw an entire ship that he eventually realized was a mobile Jedi training ship called the Chuonthor. With the Jedi being relatively small in numbers overall, they needed a mobile training ship as they traveled the galaxy searching for new recruits.
Later on after he helped defeat a large group of evil witches (The Nightsisters) that were very powerful, with the leader Gethziron being nearly as powerful as Palpatine, the leader of the light side witches, the Singing mountain clan, gave Luke an ancient box that Yoda had entrusted her for safekeeping over 300 years earlier. Yoda had foreseen that Luke would come to the planet and help destroy the evil Nightsisters. When Luke opened up the box, he found hundreds of information disks containing more information on Jedi training, techniques, knowledge, lore, history, powers and more, than he could ever study in a lifetime.
This was the main way that Luke was able to fill in all of the gaps in his training that he had because he had left Dagobah to try and save Han and Leia on Cloud City.
It was not long after that that Luke was now a Jedi Master, especially after defeating the resurrected Emperor a couple of years after that. He then began to search the galaxy for other force sensitive people to start to rebuild the Jedi order throughout the galaxy.
As others mentioned, there were some other discoveries that Luke made as well which also furthered his own knowledge of the Jedi, the force and it's capabilities. Luke later learned new force powers from groups such as the Ang-Ti Monks, the Falanassi which taught Luke how to create powerful force illusions, black holes and much more.
Lukes array of powers and skills are quite amazing which is why he is without a doubt, one of the most, if not THE most powerful Jedi to ever have lived, with Yoda likely being second on that list.
He took the title of grand master after the Yakusan Vong invasion. Proir to this he kept the title of Master and all Jedi masters were technically equals though Luke was recognized as the unofficial leader of the order. During the war it became clear that the order needed a single voice of leadership and direction. Luke assumed the title without dissent.
