In spite of what Hollywood tells you, even throwing a knife isn't a very reliable tactic without a lot training and practice. Throwing a sword is even worse, as they are not even remotely aerodynamic and certainly not balanced for such a thing. A tomahawk is very much designed to be thrown, and is a pretty effective throwing weapon even for someone that doesn't have a lot of specialized training.
Lightsabers are a funny weapon, in that all the weight is in a fairly small cylindrical hilt while the energy blade has no mass or actual weight of it's own. So getting any kind of throwing accuracy, especially with the kind of throw Vader used, would pretty much necessitate employing the Force to get any sort of accuracy; otherwise it's an improvised thrown weapon.
As for Yoda, that was probably him dealing with self-deprecating guilt from getting so wrapped up on the Clone Wars that he didn't realize the true threat (Sidious) was right under his nose until it was far too late. Thus, focusing on winning wars doesn't make one great. I never took that line as Yoda saying "I'm a crappy warrior" but rather an admonishment to Luke to not be so focused on being a warrior that he forgets that there's more to life than fighting. I'd be very much akin to a WW2 or Vietnam veteran seeing a comparative "youngster" say they want to be a full-time soldier in the military and espousing the idea that war is a grand adventure.