As an English tutor, whenever I'm in doubt about a particular usage I know there's one authority that I can always turn to for a reliable explanation. For vocabulary, it has to be the Collins Cobuild Advanced Learner's English Dictionary, because the "definitions" are so much more than that. Non-native users of English can understand everything immediately, it's so well written.
When it comes to grammar there's no other choice for me but the Collins Cobuild English Grammar. Unlike many other books which list grammar points alphabetically (A is for Adjective) and leave you in the dark about pretty much everything, this grammar starts from a completely different standpoint. It asks "What do you want to say?" and then shows you how we say it in English. One feature that I find particularly helpful is the lists of words and phrases that can be used to carry out a particular function - e.g. "Here is a list of nouns which refer to speech actions: account, advice, answer, example ..." Very useful in ways that a thesaurus sometimes isn't.
In short, even though it won't always answer questions such as "Why is an adjective called an adjective?", this grammar won't let you down. Highly recommended.