We have seen Yoda's lightsaber skills in Episode II and will see more in Episode III. Yoda is supposed to be one of the greatest lightsaber masters of all. So.....why the hell didn't he bust out his lightsaber on Dagobah and train Luke in the use of the lightsaber????????
I think he lost his lightsaber along the way...plus you don't even need a lightsaber if you're powerful enough--look at the Emperor in ROTJ. (Then again, who's to say he didn't have a lightsaber, when he actually did, but just didn't use it.)
His training of Luke in how to channel the force and communicate with his feelings and sense the future WAS training in how to use a lightsaber.. that's how Jedi fight.. how do you think he could suddenly take on Vader at the end of the film? Yoda laid the groundwork for Luke to train himself, also.. he improved vastly in between films. Besides, Luke was there for a long time.. not everything Yoda did with him is shown on screen.