Terahertz communications is a promising modality for future short-range point-to point wireless data transmission at rates up to terabit per second. A milestone towards this goal is the development of an integrated transmitter and receiver platforms with high efficiency. One key enabling component is a planar waveguiding structure with wide bandwidth and low dispersion. This work proposes substrate-less all-dielectric waveguides cladded by an effective medium for low-loss and low dispersion terahertz transmission in broadband. This self-supporting structure is built solely into a single silicon wafer with air perforations to mitigate significant absorptions in metals and dielectrics at terahertz frequencies. The realized waveguides can cover the entire 260 to 400 GHz with single dominant modes in both orthogonal polarizations. The simulation shows that for the E_11^x mode the attenuation ranges from 0.003 to 0.024 dB/cm over the entire band, while it varies from 0.008 to 0.023 dB/cm for the E_11^y mode. Limited by the measurement setup, the maximum error-free data rate of 28 Gbit/s is experimentally achieved at 335 GHz on a 3-cm waveguide. We further demonstrate the transmission of uncompressed 4K-resolution video across this waveguide. This waveguide platform promises integration of diverse active and passive components. Thus, we can foresee it as a potential candidate for the future terahertz integrated circuits, in analogy to photonic integrated circuits at optical frequencies.