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In the semi-arid areas of northeast Nigeria, which are characterized by low and variable rainfall, promising technologies for improving soil and water conservation are urgently needed. A 2-year field experiment was therefore initiated in 2000 to compare the relative efficacy of open ridge (OR), tied ridge (TR), pit planting (PP), and flat bed (FB) planting for increasing water conservation, yield, and water use efficiency (WUE) of millet in a sandy loam soil. Ridge heights were 15 to 20 cm, and furrows were left open for OR and tied for TR. Pits were about 10 cm deep and 20 cm wide with a half-circle bund created around them to guide runoff water into them. The treatments were laid out in a randomized block design with four replicates. Except at harvest time, soil water storage during other sampling dates was significantly (p < 0.05) higher with OR, TR, and PP than with FB treatment. Growth attributes (plant height and straw yield), grain yield, and WUE were all significantly greater with OR, TR, and PP compared with FB in both cropping seasons. Pooled across the experimental years, grain yield under OR, TR, and PP treatments exceeded that of FB by 23%, 35%, and 28%, respectively. The corresponding increases in WUE with these treatments, relative to FB were 23%, 33%, and 28%, respectively. Based on the conditions of this study, we concluded that TR and PP were more effective than OR for increasing millet yield and water use efficiency.