We used two novel approaches to produce sub-wavelength structure (SWS) anti-reflection coatings (ARC) on silicon for the millimeter and sub-millimeter (MSM) wave band: picosecond laser ablation and dicing with beveled saws. We produced pyramidal structures with both techniques. The diced sample, machined on only one side, had pitch and height of 350 $mu$m and 972 $mu$m. The two laser ablated samples had pitch of 180 $mu$m and heights of 720 $mu$m and 580 $mu$m; only one of these samples was ablated on both sides. We present measurements of shape and optical performance as well as comparisons to the optical performance predicted using finite element analysis and rigorous coupled wave analysis. By extending the measured performance of the one-sided diced sample to the two-sided case, we demonstrate 25 % band averaged reflectance of less than 5 % over a bandwidth of 97 % centered on 170 GHz. Using the two-sided laser ablation sample, we demonstrate reflectance less than 5 % over 83 % bandwidth centered on 346 GHz.