Never stop learning, listening and absorbing. You are always "learning lessons" when engaged in musical activity. My education when living in Manhattan was attending almost all of the NYP concerts, Met productions, Carnegie concerts and any other musical events I could attend (when you get will-call tickets, it is affordable). I even sat in on a few of Joe Alessi's trombone classes at Juilliard. I never walked away not having learned something. I was not enrolled in any institution and worked part-time for a publishing house, but it was a fantastic education and still cheaper than grad school.
And no......lessons never stop. It gets to a point amongst advanced players where it is about sharing ideas and lending each other's ears and expertise for improvement or problem solving.